Kluger, Dan M.; Owen, Art B. A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model. (English) Zbl 07788902 Bernoulli 30, No. 1, 743-769 (2024). MSC: 62Jxx 62Hxx 62Gxx PDFBibTeX XMLCite \textit{D. M. Kluger} and \textit{A. B. Owen}, Bernoulli 30, No. 1, 743--769 (2024; Zbl 07788902) Full Text: DOI arXiv
Zhang, Tonglin Variables selection using \(\mathcal{L}_0\) penalty. (English) Zbl 07771452 Comput. Stat. Data Anal. 190, Article ID 107860, 18 p. (2024). MSC: 62-08 PDFBibTeX XMLCite \textit{T. Zhang}, Comput. Stat. Data Anal. 190, Article ID 107860, 18 p. (2024; Zbl 07771452) Full Text: DOI
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (English) Zbl 07743053 J. Econom. 236, No. 2, Article ID 105490, 26 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{V. Corradi} et al., J. Econom. 236, No. 2, Article ID 105490, 26 p. (2023; Zbl 07743053) Full Text: DOI
Mayer, Alexander; Wied, Dominik Estimation and inference in factor copula models with exogenous covariates. (English) Zbl 07704503 J. Econom. 235, No. 2, 1500-1521 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Mayer} and \textit{D. Wied}, J. Econom. 235, No. 2, 1500--1521 (2023; Zbl 07704503) Full Text: DOI arXiv
Bravo, Francesco Misspecified semiparametric model selection with weakly dependent observations. (English) Zbl 07570755 J. Time Ser. Anal. 43, No. 4, 558-586 (2022). MSC: 62Mxx 62E20 62M10 PDFBibTeX XMLCite \textit{F. Bravo}, J. Time Ser. Anal. 43, No. 4, 558--586 (2022; Zbl 07570755) Full Text: DOI
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) Full Text: DOI arXiv Link
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx PDFBibTeX XMLCite \textit{K. Benhenni} et al., Bernoulli 28, No. 1, 395--423 (2022; Zbl 07467726) Full Text: DOI arXiv Link
Troster, Victor; Wied, Dominik A specification test for dynamic conditional distribution models with function-valued parameters. (English) Zbl 1490.62112 Econom. Rev. 40, No. 2, 109-127 (2021). MSC: 62G10 62M10 62G20 62P20 91G70 PDFBibTeX XMLCite \textit{V. Troster} and \textit{D. Wied}, Econom. Rev. 40, No. 2, 109--127 (2021; Zbl 1490.62112) Full Text: DOI
Souddi, Youssouf; Madani, Fethi; Bouzebda, Salim Some characteristics of the conditional set-indexed empirical process involving functional ergodic data. (English) Zbl 1493.62244 Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 4, 367-399 (2021). MSC: 62G20 62G10 62M15 PDFBibTeX XMLCite \textit{Y. Souddi} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 4, 367--399 (2021; Zbl 1493.62244) Full Text: DOI
Mohr, Maria A weak convergence result for sequential empirical processes under weak dependence. (English) Zbl 1492.60058 Stochastics 92, No. 1, 140-164 (2020). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{M. Mohr}, Stochastics 92, No. 1, 140--164 (2020; Zbl 1492.60058) Full Text: DOI arXiv
Pang, Guodong; Zhou, Yuhang Functional limit theorems for shot noise processes with weakly dependent noises. (English) Zbl 1450.60029 Stoch. Syst. 10, No. 2, 99-123 (2020). MSC: 60F17 60K05 60F05 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Stoch. Syst. 10, No. 2, 99--123 (2020; Zbl 1450.60029) Full Text: DOI
Kuersteiner, Guido M. Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity. (English) Zbl 1452.62936 J. Econom. 211, No. 1, 243-261 (2019). MSC: 62P20 60F17 60F05 46E35 62F03 PDFBibTeX XMLCite \textit{G. M. Kuersteiner}, J. Econom. 211, No. 1, 243--261 (2019; Zbl 1452.62936) Full Text: DOI arXiv
Post, Thierry; Karabatı, Selçuk; Arvanitis, Stelios Portfolio optimization based on stochastic dominance and empirical likelihood. (English) Zbl 1398.91543 J. Econom. 206, No. 1, 167-186 (2018). MSC: 91G10 62P05 60E15 90C90 PDFBibTeX XMLCite \textit{T. Post} et al., J. Econom. 206, No. 1, 167--186 (2018; Zbl 1398.91543) Full Text: DOI Link
Radulović, Dragan; Wegkamp, Marten Weak convergence of stationary empirical processes. (English) Zbl 1388.60077 J. Stat. Plann. Inference 194, 75-84 (2018). MSC: 60F17 60G10 60F05 PDFBibTeX XMLCite \textit{D. Radulović} and \textit{M. Wegkamp}, J. Stat. Plann. Inference 194, 75--84 (2018; Zbl 1388.60077) Full Text: DOI arXiv
Chevillon, Guillaume; Mavroeidis, Sophocles Learning can generate long memory. (English) Zbl 1456.62185 J. Econom. 198, No. 1, 1-9 (2017). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. Chevillon} and \textit{S. Mavroeidis}, J. Econom. 198, No. 1, 1--9 (2017; Zbl 1456.62185) Full Text: DOI Link
Jirak, Moritz On weak invariance principles for partial sums. (English) Zbl 1395.60038 J. Theor. Probab. 30, No. 3, 703-728 (2017). MSC: 60F17 60F25 62G10 60G15 60B10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Theor. Probab. 30, No. 3, 703--728 (2017; Zbl 1395.60038) Full Text: DOI
Louhichi, Sana; Miura, Ryozo; Volný, Dalibor On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors. (English) Zbl 1369.62110 Statistics 51, No. 1, 167-187 (2017). MSC: 62G35 62G20 60F17 62M10 PDFBibTeX XMLCite \textit{S. Louhichi} et al., Statistics 51, No. 1, 167--187 (2017; Zbl 1369.62110) Full Text: DOI
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. (English) Zbl 1420.62380 J. Econom. 193, No. 1, 251-270 (2016). MSC: 62M10 62G10 62G20 62P05 PDFBibTeX XMLCite \textit{H. Han} et al., J. Econom. 193, No. 1, 251--270 (2016; Zbl 1420.62380) Full Text: DOI arXiv Link
Huang, Yinxiao; Volgushev, Stanislav; Shao, Xiaofeng On self-normalization for censored dependent data. (English) Zbl 1311.62071 J. Time Ser. Anal. 36, No. 1, 109-124 (2015). MSC: 62G15 62N01 62N02 62N05 60J65 62G20 PDFBibTeX XMLCite \textit{Y. Huang} et al., J. Time Ser. Anal. 36, No. 1, 109--124 (2015; Zbl 1311.62071) Full Text: DOI
Volgushev, Stanislav; Wagener, Jens; Dette, Holger Censored quantile regression processes under dependence and penalization. (English) Zbl 1349.62488 Electron. J. Stat. 8, No. 2, 2405-2447 (2014). MSC: 62N02 62N01 62J07 60F05 PDFBibTeX XMLCite \textit{S. Volgushev} et al., Electron. J. Stat. 8, No. 2, 2405--2447 (2014; Zbl 1349.62488) Full Text: DOI arXiv Euclid
Beare, Brendan K.; Seo, Juwon Time irreversible copula-based Markov models. (English) Zbl 1314.62122 Econom. Theory 30, No. 5, 923-960 (2014). MSC: 62H05 60J20 91B84 PDFBibTeX XMLCite \textit{B. K. Beare} and \textit{J. Seo}, Econom. Theory 30, No. 5, 923--960 (2014; Zbl 1314.62122) Full Text: DOI
Zhao, Zhibiao; Wei, Ying; Lin, Dennis K. J. Asymptotics of nonparametric L-1 regression models with dependent data. (English) Zbl 1400.62087 Bernoulli 20, No. 3, 1532-1559 (2014). MSC: 62G08 60F05 62G05 62G20 PDFBibTeX XMLCite \textit{Z. Zhao} et al., Bernoulli 20, No. 3, 1532--1559 (2014; Zbl 1400.62087) Full Text: DOI arXiv Euclid
Dehling, Herold; Durieu, Olivier; Tusche, Marco Approximating class approach for empirical processes of dependent sequences indexed by functions. (English) Zbl 1307.60027 Bernoulli 20, No. 3, 1372-1403 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60B12 60G10 60G15 62E20 PDFBibTeX XMLCite \textit{H. Dehling} et al., Bernoulli 20, No. 3, 1372--1403 (2014; Zbl 1307.60027) Full Text: DOI arXiv Euclid
Volgushev, Stanislav; Shao, Xiaofeng A general approach to the joint asymptotic analysis of statistics from sub-samples. (English) Zbl 1294.62023 Electron. J. Stat. 8, 390-431 (2014). MSC: 62E20 62M10 91B84 62G09 62G15 62G20 PDFBibTeX XMLCite \textit{S. Volgushev} and \textit{X. Shao}, Electron. J. Stat. 8, No. 1, 390--431 (2014; Zbl 1294.62023) Full Text: DOI arXiv Euclid
Zhong, Ping-Shou; Chen, Song Xi; Xu, Minya Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence. (English) Zbl 1294.62128 Ann. Stat. 41, No. 6, 2820-2851 (2013). MSC: 62H15 62G20 62G32 PDFBibTeX XMLCite \textit{P.-S. Zhong} et al., Ann. Stat. 41, No. 6, 2820--2851 (2013; Zbl 1294.62128) Full Text: DOI arXiv Euclid
Elliott, Graham; Lieli, Robert P. Predicting binary outcomes. (English) Zbl 1277.62043 J. Econom. 174, No. 1, 15-26 (2013). MSC: 62C05 62F10 62P20 91B06 91B16 91B82 PDFBibTeX XMLCite \textit{G. Elliott} and \textit{R. P. Lieli}, J. Econom. 174, No. 1, 15--26 (2013; Zbl 1277.62043) Full Text: DOI
Cheng, Xixin; Li, W. K.; Yu, Philip L. H.; Zhou, Xuan; Wang, Chao; Lo, P. H. Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis. (English) Zbl 1464.62043 Comput. Stat. Data Anal. 55, No. 9, 2590-2604 (2011). MSC: 62-08 62M10 62P20 PDFBibTeX XMLCite \textit{X. Cheng} et al., Comput. Stat. Data Anal. 55, No. 9, 2590--2604 (2011; Zbl 1464.62043) Full Text: DOI
Li, Youwei; Donkers, Bas; Melenberg, Bertrand Econometric analysis of microscopic simulation models. (English) Zbl 1201.91231 Quant. Finance 10, No. 10, 1187-1201 (2010). MSC: 91G70 62M10 62P05 PDFBibTeX XMLCite \textit{Y. Li} et al., Quant. Finance 10, No. 10, 1187--1201 (2010; Zbl 1201.91231) Full Text: DOI Link
Lee, Sangyeol; Lee, Taewook Robust estimation for order of hidden Markov models based on density power divergences. (English) Zbl 1432.62280 J. Stat. Comput. Simulation 80, No. 5, 503-512 (2010). MSC: 62M05 62F12 62F35 PDFBibTeX XMLCite \textit{S. Lee} and \textit{T. Lee}, J. Stat. Comput. Simulation 80, No. 5, 503--512 (2010; Zbl 1432.62280) Full Text: DOI
Audrino, Francesco; Bühlmann, Peter Splines for financial volatility. (English) Zbl 1250.91103 J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 3, 655-670 (2009). MSC: 91G70 62M10 65D07 PDFBibTeX XMLCite \textit{F. Audrino} and \textit{P. Bühlmann}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 3, 655--670 (2009; Zbl 1250.91103) Full Text: DOI Link
Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang Optimality of estimators for misspecified semi-Markov models. (English) Zbl 1135.62065 Stochastics 80, No. 2-3, 181-196 (2008). MSC: 62M05 62G05 62F12 62G20 62E20 62M09 PDFBibTeX XMLCite \textit{U. U. Müller} et al., Stochastics 80, No. 2--3, 181--196 (2008; Zbl 1135.62065) Full Text: DOI arXiv
Müller, Ursula U. Weighted least squares estimators in possibly misspecified nonlinear regression. (English) Zbl 1433.62179 Metrika 66, No. 1, 39-59 (2007). MSC: 62J02 62F10 PDFBibTeX XMLCite \textit{U. U. Müller}, Metrika 66, No. 1, 39--59 (2007; Zbl 1433.62179) Full Text: DOI
Dedecker, Jérôme; Prieur, Clémentine An empirical central limit theorem for dependent sequences. (English) Zbl 1117.60035 Stochastic Processes Appl. 117, No. 1, 121-142 (2007); erratum ibid. 119, No. 6, 2118-2119 (2009). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{C. Prieur}, Stochastic Processes Appl. 117, No. 1, 121--142 (2007; Zbl 1117.60035) Full Text: DOI
Ben Hariz, Samir Uniform CLT for empirical process. (English) Zbl 1080.60028 Stochastic Processes Appl. 115, No. 2, 339-358 (2005). Reviewer: Ulrich Stadtmüller (Ulm) MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{S. Ben Hariz}, Stochastic Processes Appl. 115, No. 2, 339--358 (2005; Zbl 1080.60028) Full Text: DOI
Domínguez, Manuel A.; Lobato, Ignacio N. Testing the martingale difference hypothesis. (English) Zbl 1030.62066 Econom. Rev. 22, No. 4, 351-377 (2003). MSC: 62M10 62G10 62G09 60G44 65C05 62P20 PDFBibTeX XMLCite \textit{M. A. Domínguez} and \textit{I. N. Lobato}, Econom. Rev. 22, No. 4, 351--377 (2003; Zbl 1030.62066) Full Text: DOI
Polonik, Wolfgang; Yao, Qiwei Set-indexed conditional empirical and quantile processes based on dependent data. (English) Zbl 0992.62094 J. Multivariate Anal. 80, No. 2, 234-255 (2002). MSC: 62M99 62G30 62G20 PDFBibTeX XMLCite \textit{W. Polonik} and \textit{Q. Yao}, J. Multivariate Anal. 80, No. 2, 234--255 (2002; Zbl 0992.62094) Full Text: DOI Link
Bertail, Patrice; Gamst, Anthony; Politis, Dimitris N. Moderate deviations in subsampling distribution estimation. (English) Zbl 0959.62015 Proc. Am. Math. Soc. 129, No. 2, 551-557 (2001). Reviewer: L.Heinrich (Augsburg) MSC: 62E17 60F05 60F10 PDFBibTeX XMLCite \textit{P. Bertail} et al., Proc. Am. Math. Soc. 129, No. 2, 551--557 (2001; Zbl 0959.62015) Full Text: DOI
Bühlmann, Peter The blockwise bootstrap for general empirical processes of stationary sequences. (English) Zbl 0841.62036 Stochastic Processes Appl. 58, No. 2, 247-265 (1995). MSC: 62G09 62G30 PDFBibTeX XMLCite \textit{P. Bühlmann}, Stochastic Processes Appl. 58, No. 2, 247--265 (1995; Zbl 0841.62036) Full Text: DOI
Arcones, M. A.; Yu, B. Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences. (English) Zbl 0786.60028 J. Theor. Probab. 7, No. 1, 47-71 (1994). MSC: 60F15 PDFBibTeX XMLCite \textit{M. A. Arcones} and \textit{B. Yu}, J. Theor. Probab. 7, No. 1, 47--71 (1994; Zbl 0786.60028) Full Text: DOI