Pages that link to "Item:Q1154726"
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The following pages link to An invariance principle for certain dependent sequences (Q1154726):
Displayed 33 items.
- A bound for the distribution of the sum of discrete associated or negatively associated random variables. (Q1872485) (← links)
- Estimation of variance of partial sums of an associated sequence of random variables (Q1890704) (← links)
- Weak and almost sure convergence for products of sums of associated random variables (Q1952663) (← links)
- Properties of the parabolic Anderson model and the Anderson polymer model (Q1952698) (← links)
- Exponential inequality for associated random variables (Q1962226) (← links)
- The law of the iterated logarithm for the solution of the Burgers equation with random initial data (Q1966268) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- The law of the iterated logarithm for positively dependent random variables (Q2465822) (← links)
- Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables (Q2471837) (← links)
- A general method to the strong law of large numbers and its applications (Q2483457) (← links)
- Precise asymptotics in the Baum-Katz and Davis law of large numbers for positively associated sequences (Q2483762) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- A general approach rate to the strong law of large numbers (Q2493806) (← links)
- Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
- A strong approximation theorem for quasi-associated sequences (Q2505342) (← links)
- Processes with Block-Associated Increments (Q3014989) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- Asymptotic properties for the loglog laws under positive association (Q3164844) (← links)
- Discrete-Time Risk Processes with After-Effects and Association (Q3562371) (← links)
- On a conjecture of an invariance principle for sequences of associated random variables (Q3750717) (← links)
- On the Central Limit Theorem for Dynamical Systems (Q3764953) (← links)
- Associated random variables and martingale inequalities (Q3917228) (← links)
- Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences (Q4651099) (← links)
- Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences (Q4671821) (← links)
- Density estimation for associated sampling: A point process influenced approach (Q4804988) (← links)
- A note on some negative dependence notions (Q4843895) (← links)
- Strong invariance principles for triangular arrays of weakly dependent random variables (Q4859245) (← links)
- Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations (Q4943305) (← links)
- A nonparametric test for the change of the density function under association (Q5297091) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Central limit theorems for asymptotically negatively associated random fields (Q5925960) (← links)
- The weak convergence for functions of negatively associated random variables (Q5947228) (← links)
- A weak convergence for negatively associated fields (Q5952092) (← links)