Pages that link to "Item:Q3844694"
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The following pages link to Some Limit Theorems for Random Functions. II (Q3844694):
Displayed 24 items.
- Convergence of a recursive robust algorithm with strongly regular observations (Q584871) (← links)
- Constructing processes with prescribed mixing coefficients (Q956363) (← links)
- Rigorous statistical procedures for data from dynamical systems (Q1104024) (← links)
- A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (Q1105898) (← links)
- Ergodic properties of invariant measures for piecewise monotonic transformations (Q1164172) (← links)
- Absolute regularity and functions of Markov chains (Q1167473) (← links)
- Conditions for the convergence in distribution of maxima of stationary normal processes (Q1254776) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- A note on uniform laws of averages for dependent processes (Q1801875) (← links)
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
- On the central limit theorem for \(U\)-statistics under absolute regularity (Q1903169) (← links)
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
- The Wasserstein distance and approximation theorems (Q3217342) (← links)
- On a very weak bernoulli condition<sup>†</sup> (Q3324743) (← links)
- On U-statistics and v. mise? statistics for weakly dependent processes (Q3668575) (← links)
- High level sojourns for strongly dependent Gaussian processes (Q3854370) (← links)
- ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM (Q4012961) (← links)
- Limiting behavior of U-statistics for stationary, absolutely regular processes (Q4074174) (← links)
- Convergence of changepoint estimators for weakly dependent data (Q4375431) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Local power properties of kernel based goodness of fit tests (Q5947223) (← links)