Pages that link to "Item:Q1316641"

The following pages link to The functional central limit theorem for strongly mixing processes (Q1316641):

Displaying 23 items.

• A new covariance inequality and applications. (Q2574576) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• On the CLT for stationary Markov chains with trivial tail sigma field (Q2686009) (← links)
• A functional central limit theorem on non-stationary random fields with nested spatial structure (Q2694809) (← links)
• Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains (Q2840338) (← links)
• Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains (Q2954049) (← links)
• About the Lindeberg method for strongly mixing sequences (Q3127362) (← links)
• On nonparametric classification for weakly dependent functional processes (Q4578061) (← links)
• Large and moderate deviations for bounded functions of slowly mixing Markov chains (Q4598559) (← links)
• Spectral estimation in the presence of missing data (Q4606859) (← links)
• Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
• On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance (Q4903044) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• (Q4969183) (← links)
• Strong consistency of a kernel-based rule for spatially dependent data (Q5009834) (← links)
• Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925) (← links)
• A Dynamic Taylor’s law (Q5087010) (← links)
• Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
• Kernel density estimation for linear processes (Q5917519) (← links)
• Nonparametric finite translation hidden Markov models and extensions (Q5963498) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
• On the quenched CLT for stationary Markov chains (Q6204796) (← links)