Pages that link to "Item:Q1846300"
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The following pages link to Dependent central limit theorems and invariance principles (Q1846300):
Displaying 50 items.
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems (Q1263157) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Lacunary Walsh series (Q1311096) (← links)
- A law of the iterated logarithm for geometrically weighted martingale difference sequences (Q1322913) (← links)
- The central limit theorem for Rademacher system (Q1344804) (← links)
- On the logarithmic average of additive functionals (Q1347190) (← links)
- Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
- The central limit theorem for Euclidean minimal spanning trees. I (Q1379719) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- On stable convergence in the central limit theorem (Q1613083) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
- On asymptotic normality of certain linear rank statistics (Q1726767) (← links)
- On limit theorems for fields of martingale differences (Q1730933) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- From random partitions to fractional Brownian sheets (Q1740530) (← links)
- Martingale-coboundary decomposition for families of dynamical systems (Q1747351) (← links)
- Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates (Q1756720) (← links)
- The central limit theorem for weighted minimal spanning trees on random points (Q1814748) (← links)
- Stochastic approximation and the final value theorem (Q1836247) (← links)
- Convergence results for a normalized triangular array of symmetric random variables (Q1857375) (← links)
- A central limit theorem with applications to percolation, epidemics and Boolean models. (Q1872233) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- On the central limit theorem for negatively correlated random variables with negatively correlated squares. (Q1877400) (← links)
- Rademacher chaos: tail estimates versus limit theorems (Q1880441) (← links)
- Gauss-Newton estimation of parameters for a spatial autoregression model (Q1916250) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models (Q2000734) (← links)
- Scaling limits and fluctuations for random growth under capacity rescaling (Q2041833) (← links)
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
- Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality (Q2101901) (← links)
- Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme (Q2137002) (← links)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
- SLE scaling limits for a Laplacian random growth model (Q2157458) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- On approximation theorems for the Euler characteristic with applications to the bootstrap (Q2233580) (← links)
- Variance estimation in adaptive sequential Monte Carlo (Q2240843) (← links)
- Jointly controlled lotteries with biased coins (Q2291182) (← links)
- Diffusion limit for a slow-fast standard map (Q2299358) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
