Search Results - subject:"mixing sequence"

A ReMeDI for microstructure noise

Li, Z. Merrick; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 367-389

Persistent link: https://www.econbiz.de/10012821689

Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure

Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang - In: Scandinavian actuarial journal (2018) 8, pp. 661-680

Persistent link: https://www.econbiz.de/10011939722

On Bahadur representation for sample quantiles under α-mixing sequence

Zhang, Qinchi; Yang, Wenzhi; Hu, Shuhe - In: Statistical Papers 55 (2014) 2, pp. 285-299

the Bahadur representation of sample quantiles under α-mixing sequence and obtain the rate as <InlineEquation ID="IEq1 …

Persistent link: https://www.econbiz.de/10010998553

The strong mixing and the selfdecomposability properties

Bradley, Richard C.; Jurek, Zbigniew J. - In: Statistics & Probability Letters 84 (2014) C, pp. 67-71

It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences can produce as limits only selfdecomposable distributions.

Persistent link: https://www.econbiz.de/10010718818

Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables

Guo, Mingle; Zhu, Dongjin - In: Statistics & Probability Letters 83 (2013) 1, pp. 13-20

In this paper, the complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables is … weighted sums for ρ∗-mixing sequence of random variables are established. These results promote and improve the corresponding …

Persistent link: https://www.econbiz.de/10011039987

Asymptotic properties of conditional quantile estimator for censored dependent observations

Liang, Han-Ying; Uña-Álvarez, Jacobo - In: Annals of the Institute of Statistical Mathematics 63 (2011) 2, pp. 267-289

Persistent link: https://www.econbiz.de/10008925569

Asymptotic properties for LS estimators in EV regression model with dependent errors

Fan, Guo-Liang; Liang, Han-Ying; Wang, Jiang-Feng; Xu, … - In: AStA Advances in Statistical Analysis 94 (2010) 1, pp. 89-103

Persistent link: https://www.econbiz.de/10008515331

Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations

Liang, Han-Ying; Uña-Álvarez, Jacobo - In: Metrika 72 (2010) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10008486688

Strong convergence in nonparametric regression with truncated dependent data

Liang, Han-Ying; Li, Deli; Qi, Yongcheng - In: Journal of Multivariate Analysis 100 (2009) 1, pp. 162-174

left-truncation model. It is assumed that the lifetime observations with multivariate covariates form a stationary [alpha]-mixing … sequence. The estimation of the covariate's density is considered as well. Under the assumption that the lifetime observations …

Persistent link: https://www.econbiz.de/10005152753