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):

Nonparametric Regression Estimation for Random Fields in a Fixed-Design

Mohamed El Machkouri
Statistical Inference for Stochastic Processes 10 (1) 29 (2007)
DOI: 10.1007/s11203-005-7332-6
See this article

Stochastic Geometry, Spatial Statistics and Random Fields

Alexander Bulinski and Evgeny Spodarev
Lecture Notes in Mathematics, Stochastic Geometry, Spatial Statistics and Random Fields 2068 337 (2013)
DOI: 10.1007/978-3-642-33305-7_10
See this article

An empirical central limit theorem for dependent sequences

Jérôme Dedecker and Clémentine Prieur
Stochastic Processes and their Applications 117 (1) 121 (2007)
DOI: 10.1016/j.spa.2006.06.003
See this article

Neighborhood radius estimation for variable-neighborhood random fields

Eva Löcherbach and Enza Orlandi
Stochastic Processes and their Applications 121 (9) 2151 (2011)
DOI: 10.1016/j.spa.2011.05.001
See this article

Kahane–Khintchine inequalities and functional central limit theorem for stationary random fields

Mohamed El Machkouri
Stochastic Processes and their Applications 102 (2) 285 (2002)
DOI: 10.1016/S0304-4149(02)00178-3
See this article

Limit theorems for weighted Bernoulli random fields under Hannan’s condition

Jana Klicnarová, Dalibor Volný and Yizao Wang
Stochastic Processes and their Applications 126 (6) 1819 (2016)
DOI: 10.1016/j.spa.2015.12.006
See this article

Self-normalization for Spatial Data

Xianyang Zhang, Bo Li and Xiaofeng Shao
Scandinavian Journal of Statistics 41 (2) 311 (2014)
DOI: 10.1111/sjos.12028
See this article

On the asymptotic normality of kernel density estimators for causal linear random fields

Yizao Wang and Michael Woodroofe
Journal of Multivariate Analysis 123 201 (2014)
DOI: 10.1016/j.jmva.2013.09.008
See this article

Martingale-coboundary representation for stationary random fields

Dalibor Volný
Stochastics and Dynamics 18 (02) 1850011 (2018)
DOI: 10.1142/S0219493718500119
See this article

An Invariance Principle for Fractional Brownian Sheets

Yizao Wang
Journal of Theoretical Probability 27 (4) 1124 (2014)
DOI: 10.1007/s10959-013-0483-2
See this article

On Concentration Inequalities and Their Applications for Gibbs Measures in Lattice Systems

J.-R. Chazottes, P. Collet and F. Redig
Journal of Statistical Physics 169 (3) 504 (2017)
DOI: 10.1007/s10955-017-1884-x
See this article

A central limit theorem for stationary random fields

Mohamed El Machkouri, Dalibor Volný and Wei Biao Wu
Stochastic Processes and their Applications 123 (1) 1 (2013)
DOI: 10.1016/j.spa.2012.08.014
See this article

FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS

C. Alan Bester, Timothy G. Conley, Christian B. Hansen and Timothy J. Vogelsang
Econometric Theory 32 (1) 154 (2016)
DOI: 10.1017/S0266466614000814
See this article

An inverse problem for infinitely divisible moving average random fields

Wolfgang Karcher, Stefan Roth, Evgeny Spodarev and Corinna Walk
Statistical Inference for Stochastic Processes 22 (2) 263 (2019)
DOI: 10.1007/s11203-018-9188-6
See this article

Orthomartingale-coboundary decomposition for stationary random fields

Mohamed El Machkouri and Davide Giraudo
Stochastics and Dynamics 16 (05) 1650017 (2016)
DOI: 10.1142/S0219493716500179
See this article

Detecting abrupt changes in random fields

Antoine Chambaz
ESAIM: Probability and Statistics 6 189 (2002)
DOI: 10.1051/ps:2002011
See this article

A moment inequality of the Marcinkiewicz–Zygmund type for some weakly dependent random fields

Lionel Truquet
Statistics & Probability Letters 80 (21-22) 1673 (2010)
DOI: 10.1016/j.spl.2010.07.011
See this article

Принцип инвариантности для условных эмпирических процессов, образованных зависимыми случайными величинами

Denis Vladimirovich Poryvai and Денис Владимирович Порывай
Известия Российской академии наук. Серия математическая 69 (4) 129 (2005)
DOI: 10.4213/im650
See this article

A Hölderian functional central limit theorem for a multi-indexed summation process

Alfredas Račkauskas, Charles Suquet and Vaidotas Zemlys
Stochastic Processes and their Applications 117 (8) 1137 (2007)
DOI: 10.1016/j.spa.2006.12.006
See this article

Invariance principle via orthomartingale approximation

Davide Giraudo
Stochastics and Dynamics 18 (06) 1850043 (2018)
DOI: 10.1142/S0219493718500430
See this article

An invariance principle for stationary random fields under Hannan’s condition

Dalibor Volný and Yizao Wang
Stochastic Processes and their Applications 124 (12) 4012 (2014)
DOI: 10.1016/j.spa.2014.07.015
See this article

On a linear functional for infinitely divisible moving average random fields

Stefan Roth
Modern Stochastics: Theory and Applications 443 (2019)
DOI: 10.15559/19-VMSTA143
See this article

Sieve maximum likelihood estimation of the spatial autoregressive Tobit model

Xingbai Xu and Lung-fei Lee
Journal of Econometrics 203 (1) 96 (2018)
DOI: 10.1016/j.jeconom.2017.10.008
See this article

Empirical Process Techniques for Dependent Data

Jérôme Dedecker and Sana Louhichi
Empirical Process Techniques for Dependent Data 137 (2002)
DOI: 10.1007/978-1-4612-0099-4_3
See this article

On the Nadaraya–Watson kernel regression estimator for irregularly spaced spatial data

M. El Machkouri, X. Fan and L. Reding
Journal of Statistical Planning and Inference 205 92 (2020)
DOI: 10.1016/j.jspi.2019.06.006
See this article