The following pages link to Martingale Central Limit Theorems (Q5623014):
Displaying 50 items.
- On the invariance principle for U-statistics (Q1133843) (← links)
- A version of the central limit theorem for martingales (Q1138840) (← links)
- Asymptotics of distributions of martingales with a continuous parameter (Q1146935) (← links)
- A invariance principle for progressively truncated likelihood ratio statistics (Q1164361) (← links)
- A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times (Q1172908) (← links)
- On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables (Q1176545) (← links)
- On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist (Q1185541) (← links)
- Another view on martingale central limit theorems (Q1190165) (← links)
- A nonparametric measure of independence under a hypothesis of independent components (Q1200738) (← links)
- Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
- The estimation of a nonlinear moving average model (Q1238201) (← links)
- Adaptive estimates for autoregressive processes (Q1240007) (← links)
- Estimation of a time series model from unequally spaced data (Q1240510) (← links)
- The estimation of a multivariate linear relation (Q1242399) (← links)
- Functional limit theorems for U-statistics in the degenerate case (Q1242594) (← links)
- Invariance principle for dependent summands (Q1260431) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Weak invariance principles for weighted \(U\)-statistics (Q1314313) (← links)
- Functional central limit theorem for random multilinear forms (Q1324851) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
- A martingale approach to homogenization of unbounded random flows (Q1381572) (← links)
- A note on functional CLT for truncated sums. (Q1424469) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- Central limit theorem for integrated square error of kernel estimators of spherical density (Q1609661) (← links)
- Martingales in mark-recapture experiments with constant recruitment and survival (Q1612632) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- The capacity of QoE for wireless networks with unreliable transmissions (Q1640083) (← links)
- Central limit theorems for mapping class groups and \(\operatorname{Out}(F_N)\) (Q1676767) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- An invariance principle for the two-dimensional parabolic Anderson model with small potential (Q1706671) (← links)
- On the functional CLT for partial sums of truncated bounded from below random variables (Q1767764) (← links)
- A maximal inequality for nonnegative submartingales (Q1776344) (← links)
- A global stopping rule for recursive density estimators (Q1813182) (← links)
- On an autoregressive model with time-dependent coefficients (Q1819515) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- On some random walks on \(\mathbb{Z}\) in random medium (Q1872294) (← links)
- Gauss-Newton estimation of parameters for a spatial autoregression model (Q1916250) (← links)
- Bartlett-type formulas for complex multivariate time series of mixed spectra (Q1922249) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control (Q1962225) (← links)
- On functional limit theorems for multivariate linear processes with applications to sequential estimation (Q1969133) (← links)
- A central limit theorem for the effective conductance: linear boundary data and small ellipticity contrasts (Q2016049) (← links)
