The following pages link to (Q5624460):
Displayed 50 items.
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Kernel regression estimation for random fields (Q866620) (← links)
- The asymptotic behavior over a small parameter of a series of large deviation probabilities weighted with the Dirichlet divisors function (Q873773) (← links)
- Stable limit distributions for strongly mixing sequences (Q909333) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- On conditionally mixing processes (Q911180) (← links)
- A class of multiple sample tests based on empirical coverages (Q912533) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Conditional empirical processes defined by \(\Phi\)-mixing sequences (Q914239) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function (Q918081) (← links)
- Necessary and sufficient conditions for a stochastic approximation method (Q920524) (← links)
- Kernel density estimation on random fields (Q921787) (← links)
- Entanglement in the quantum Ising model (Q925243) (← links)
- On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables (Q925279) (← links)
- Paretian Poisson processes (Q927203) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Variance bounding Markov chains (Q930683) (← links)
- A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences (Q945799) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Stable laws and products of positive random matrices (Q960185) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
- Robust nonparametric estimation for spatial regression (Q963853) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Hazard rate estimation on random fields (Q996977) (← links)
- On the asymptotic joint distribution of sample space-time covariance estimators (Q1002584) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model (Q1012665) (← links)
- The asymptotic distribution of a cluster-index for i.i.d. normal random variables (Q1024893) (← links)
- Large deviation principles for moving average processes of real stationary sequences (Q1028003) (← links)
- On the asymptotical normality of statistical solutions for harmonic crystals in half-space (Q1033802) (← links)
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries (Q1035862) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Statistical properties of estimators for continuous time Markov branching processes with varying and random environments (Q1052785) (← links)
- Large deviations and Lifshitz singularity of the integrated density of states of random Hamiltonians (Q1053361) (← links)
- The maximum of the periodogram (Q1053404) (← links)
- The convergence of moments in the central limit theorem for stationary phi-mixing processes (Q1055084) (← links)
- Asymptotic normal distribution of multidimensional statistics of dependent random variables (Q1055106) (← links)
- Embedding \(l_ p^ m\) into \(l_ 1^ n\) (Q1056022) (← links)
- Weighted sums of random variables attracted to stable laws (Q1056987) (← links)
- Limit theorems for stationary random evolutions (Q1056989) (← links)
- Natural coefficients and invariants for Markov-shifts (Q1057380) (← links)
- Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)