The following pages link to Self-Normalized Processes (Q3528116):
Displayed 47 items.
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- Self-normalized moderate deviations for random walk in random scenery (Q2224950) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- A nonclassical law of the iterated logarithm for self-normalized partial sums (Q2250849) (← links)
- Exponential inequalities for self-normalized martingales (Q2262857) (← links)
- Rationalizable strategies in random games (Q2278915) (← links)
- Self-normalized Cramér type moderate deviations for martingales (Q2325341) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations (Q2627894) (← links)
- An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences (Q2832655) (← links)
- Malliavin Calculus and Self Normalized Sums (Q2865113) (← links)
- Invariance Principles for Products of<i>U</i>-Statistics Without Variance (Q2884869) (← links)
- ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (Q2890703) (← links)
- A Self-Normalized Central Limit Theorem for Markov Random Walks (Q2898915) (← links)
- Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences (Q2979016) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes (Q3552106) (← links)
- (Q4558206) (← links)
- A self-normalized central limit theorem for a ρ-mixing stationary sequence (Q4563490) (← links)
- Further refinement of self-normalized Cramér-type moderate deviations (Q4578049) (← links)
- High-dimensional limit theorems for random vectors in ℓpn-balls (Q4622589) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables (Q5011930) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- (Q5053268) (← links)
- Almost sure convergence for self-normalized products of sums of partial sums of ρ¯-mixing sequences (Q5080861) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Further research on limit theorems for self-normalized sums (Q5085583) (← links)
- Precise asymptotics on the Birkhoff sums for dynamical systems (Q5152126) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
- (Q5247113) (← links)
- Weak Convergence of Self-normalized Partial Sums Processes (Q5272938) (← links)
- Laws of the iterated logarithm for self-normalised Lévy processes at zero (Q5496645) (← links)
- Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
- Encounters with Martingales in Statistics and Stochastic Optimization (Q6096242) (← links)
- Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process (Q6148876) (← links)
- Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings (Q6163259) (← links)
- Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions (Q6178560) (← links)
- A dynamic screening algorithm for hierarchical binary marketing data (Q6179130) (← links)
- An alternative to synthetic control for models with many covariates under sparsity (Q6200194) (← links)