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New Techniques for Empirical Process of Dependent Data
v1v2 (latest)

New Techniques for Empirical Process of Dependent Data

18 June 2008
H. Dehling
O. Durieu
Dalibor Volný
ArXiv (abs)PDFHTML

Papers citing "New Techniques for Empirical Process of Dependent Data"

8 / 8 papers shown
Whittle estimation based on the extremal spectral density of a
  heavy-tailed random field
Whittle estimation based on the extremal spectral density of a heavy-tailed random fieldStochastic Processes and their Applications (SPA), 2022
E. Damek
T. Mikosch
Yuwei Zhao
J. Zienkiewicz
185
1
0
07 Nov 2022
Non-Parametric Inference of Relational Dependence
Non-Parametric Inference of Relational DependenceConference on Uncertainty in Artificial Intelligence (UAI), 2022
Ragib Ahsan
Zahra Fatemi
David Arbour
Elena Zheleva
328
2
0
30 Jun 2022
Empirical process theory for locally stationary processes
Empirical process theory for locally stationary processesBernoulli (Bernoulli), 2020
Nathawut Phandoidaen
S. Richter
298
9
0
11 Jul 2020
Detecting deviations from second-order stationarity in locally
  stationary functional time series
Detecting deviations from second-order stationarity in locally stationary functional time series
Axel Bücher
Holger Dette
Florian Heinrichs
158
20
0
13 Aug 2018
Weak Convergence of Stationary Empirical Processes
Weak Convergence of Stationary Empirical Processes
D. Radulovic
M. Wegkamp
103
1
0
25 Apr 2017
The integrated periodogram of a dependent extremal event sequence
The integrated periodogram of a dependent extremal event sequence
T. Mikosch
Yuwei Zhao
230
12
0
13 Mar 2015
Weak convergence of empirical copula processes indexed by functions
Weak convergence of empirical copula processes indexed by functions
D. Radulovic
M. Wegkamp
Yue Zhao
280
24
0
15 Oct 2014
A Fourier analysis of extreme events
A Fourier analysis of extreme events
T. Mikosch
Yuwei Zhao
327
16
0
12 Mar 2014
1
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