Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

Consistent estimation of complete neuronal connectivity in large neuronal populations using sparse “shotgun” neuronal activity sampling

Yuriy Mishchenko
Journal of Computational Neuroscience 41 (2) 157 (2016)
DOI: 10.1007/s10827-016-0611-y
See this article

Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes

Marwa Banna and Florence Merlevède
Journal of Theoretical Probability 28 (2) 745 (2015)
DOI: 10.1007/s10959-013-0508-x
See this article

Dependent wild bootstrap for degenerate U - and V -statistics

Anne Leucht and Michael H. Neumann
Journal of Multivariate Analysis 117 257 (2013)
DOI: 10.1016/j.jmva.2013.03.003
See this article

Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

J. Krampe, J.-P. Kreiss and E. Paparoditis
Statistics & Probability Letters 101 54 (2015)
DOI: 10.1016/j.spl.2015.03.003
See this article

On conditions in central limit theorems for martingale difference arrays

Abdelkamel Alj, Rajae Azrak and Guy Mélard
Economics Letters 123 (3) 305 (2014)
DOI: 10.1016/j.econlet.2014.03.008
See this article

Improved local polynomial estimation in time series regression

Juliane Geller and Michael H. Neumann
Journal of Nonparametric Statistics 30 (1) 1 (2018)
DOI: 10.1080/10485252.2017.1402118
See this article

Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation

Andrii Babii, Eric Ghysels and Jonas Striaukas
SSRN Electronic Journal (2020)
DOI: 10.2139/ssrn.3615718
See this article

Composite likelihood estimation for a Gaussian process under fixed domain asymptotics

François Bachoc, Moreno Bevilacqua and Daira Velandia
Journal of Multivariate Analysis 174 104534 (2019)
DOI: 10.1016/j.jmva.2019.104534
See this article

Depth-based runs tests for bivariate central symmetry

Rainer Dyckerhoff, Christophe Ley and Davy Paindaveine
Annals of the Institute of Statistical Mathematics 67 (5) 917 (2015)
DOI: 10.1007/s10463-014-0480-y
See this article

Cross-validation estimation of covariance parameters under fixed-domain asymptotics

François Bachoc, Agnès Lagnoux and Thi Mong Ngoc Nguyen
Journal of Multivariate Analysis 160 42 (2017)
DOI: 10.1016/j.jmva.2017.06.003
See this article

Dynamic Functional Regression with Application to the Cross-section of Returns

Piotr Kokoszka, Hong Miao, Matthew Reimherr and Bahaeddine Taoufik
Journal of Financial Econometrics 16 (3) 461 (2018)
DOI: 10.1093/jjfinec/nbx027
See this article

Strong approximation of the empirical distribution function for absolutely regular sequences in ${\mathbb R}^d$

Jérôme Dedecker, Emmanuel Rio and Florence Merlevède
Electronic Journal of Probability 19 (none) (2014)
DOI: 10.1214/EJP.v19-2658
See this article

Asymptotic theory of the adaptive Sparse Group Lasso

Benjamin Poignard
Annals of the Institute of Statistical Mathematics 72 (1) 297 (2020)
DOI: 10.1007/s10463-018-0692-7
See this article

On Ballistic Deposition Process on a Strip

Toufik Mansour, Reza Rastegar and Alexander Roitershtein
Journal of Statistical Physics 177 (4) 626 (2019)
DOI: 10.1007/s10955-019-02383-4
See this article

Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes

François Bachoc, José Betancourt, Reinhard Furrer and Thierry Klein
Electronic Journal of Statistics 14 (1) (2020)
DOI: 10.1214/20-EJS1712
See this article