Pages that link to "Item:Q5592683"

The following pages link to Splitting a Single State of a Stationary Process into Markovian States (Q5592683):

Displaying 36 items.

• Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
• Fluctuation results for Hastings-Levitov planar growth (Q510272) (← links)
• Nonparametric sequential prediction for stationary processes (Q533751) (← links)
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Note on integer-valued bilinear time series models (Q928969) (← links)
• \(L_p\)-consistency of multivariate density estimates (Q1051377) (← links)
• Rate of convergence to normality for U-statistics with kernel of arbitrary degree (Q1076443) (← links)
• An invariance principle for reduced U-statistics (Q1084794) (← links)
• Asymptotic theory of U-statistics (Q1114264) (← links)
• Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics (Q1151682) (← links)
• Estimates of moments of infinite-dimensional martingales (Q1152638) (← links)
• Integrated square error of nonparametric estimators of regression function: The fixed design case (Q1200739) (← links)
• On \(L^p\)-convergence of \(U\)-statistics (Q1230475) (← links)
• On the normal approximations of \(V\)- and \(L\)-statistics (Q1338384) (← links)
• Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance (Q1360973) (← links)
• Self-normalized Cramér-type large deviations for independent random variables. (Q1433897) (← links)
• Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices (Q1661592) (← links)
• Empirical Edgeworth expansions for symmetric statistics (Q1807128) (← links)
• On the asymptotic behavior of random walks on an anisotropic lattice (Q1838771) (← links)
• Higher order representations of the Robbins--Monro process (Q1882942) (← links)
• Improved confidence intervals for quantiles (Q1934477) (← links)
• Large deviations of branching process in a random environment. II (Q2064386) (← links)
• The random heat equation in dimensions three and higher: the homogenization viewpoint (Q2065716) (← links)
• Edgeworth approximations for distributions of symmetric statistics (Q2159260) (← links)
• Moment conditions in strong laws of large numbers for multiple sums and random measures (Q2406804) (← links)
• Optimal constants in the Marcinkiewicz-Zygmund inequalities (Q2444382) (← links)
• Optimality of AIC in inference about Brownian motion (Q2502137) (← links)
• Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics (Q2557071) (← links)
• Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes (Q2657943) (← links)
• Some limit theorems for the cell load in the generalized allocation scheme (Q2674416) (← links)
• Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices (Q2821764) (← links)
• A p-Order signed integer-valued autoregressive (SINAR(p)) model (Q4979104) (← links)
• Approximation to the moments of ratios of cumulative sums (Q5166418) (← links)
• The generalized canonical equations \(K_1, K_7, K_{16}, K_{27}\). The REFORM method, the invariance principal method, the matrix expansion method and \(G\)-transform. The main stochastic canonical equations \(K_{100},\ldots,K_{106}\) and the estimators \( (Q6123180) (← links)
• On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices (Q6192168) (← links)