Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Deviation inequalities for dependent sequences with applications to strong approximations. (English) Zbl 1546.60061 Stochastic Processes Appl. 174, Article ID 104377, 16 p. (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60E15 37E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Holmes, Mark; Kojadinovic, Ivan; Verhoijsen, Alex Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function. (English) Zbl 07786778 J. Time Ser. Anal. 45, No. 1, 27-56 (2024). MSC: 62Mxx 62L99 62E20 62G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Horvath, Peter; Li, Jia; Liao, Zhipeng; Patton, Andrew J. A consistent specification test for dynamic quantile models. (English) Zbl 07555001 Quant. Econ. 13, No. 1, 125-151 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang K. Simultaneous inference of the partially linear model with a multivariate unknown function. (English) Zbl 1465.62063 J. Stat. Plann. Inference 213, 93-105 (2021). MSC: 62G05 62G15 62H05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Proksch, Katharina; Werner, Frank; Munk, Axel Multiscale scanning in inverse problems. (English) Zbl 1410.62064 Ann. Stat. 46, No. 6B, 3569-3602 (2018). Reviewer: Frank Werner (Göttingen) MSC: 62G10 62G15 62G20 62G32 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Cuny, Christophe; Dedecker, Jérôme; Merlevède, Florence On the Komlós, Major and Tusnády strong approximation for some classes of random iterates. (English) Zbl 1384.60071 Stochastic Processes Appl. 128, No. 4, 1347-1385 (2018). MSC: 60F17 60G10 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Hongyuan; Pang, Guodong Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic. (English) Zbl 1342.60157 Math. Oper. Res. 41, No. 2, 560-595 (2016). MSC: 60K25 60F17 60F05 60G15 60J75 60G44 90B22 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bücher, Axel A note on weak convergence of the sequential multivariate empirical process under strong mixing. (English) Zbl 1330.60057 J. Theor. Probab. 28, No. 3, 1028-1037 (2015). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60F05 60G10 62G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv