Pages that link to "Item:Q1846300"
From MaRDI portal
The following pages link to Dependent central limit theorems and invariance principles (Q1846300):
Displaying 50 items.
- Contracting in space: An application of spatial statistics to discrete-choice models (Q109367) (← links)
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Rough path recursions and diffusion approximations (Q259589) (← links)
- A CLT for multi-dimensional martingale differences in a lexicographic order (Q265652) (← links)
- Smooth approximation of stochastic differential equations (Q272965) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- Least-modules estimates for spatial autoregression coefficients (Q353728) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- CLT for linear random fields with martingale increments (Q392989) (← links)
- A new test of independence for high-dimensional data (Q395953) (← links)
- Stochastic algorithms for computing means of probability measures (Q424479) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- From a kinetic equation to a diffusion under an anomalous scaling (Q479714) (← links)
- Optimal online selection of a monotone subsequence: a central limit theorem (Q491928) (← links)
- Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient (Q505314) (← links)
- Fluctuation results for Hastings-Levitov planar growth (Q510272) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- A class of asymptotically normal degenerate quasi \(U\)-statistics (Q652605) (← links)
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data (Q741160) (← links)
- The Smoluchowski limit for a simple mechanical model (Q750020) (← links)
- A note on statistical inference for a class of diffusions and approximate diffusions (Q760738) (← links)
- The distribution of permutation matrix entries under randomized basis (Q785405) (← links)
- Strong law and central limit theorem for a process between maxima and sums (Q803638) (← links)
- CLT in functional linear regression models (Q880935) (← links)
- A note on testing complete independence for high dimensional data (Q900534) (← links)
- Bootstrap model selection for possibly dependent and heterogeneous data (Q904102) (← links)
- Partial covariate adjusted regression (Q958803) (← links)
- Weak convergence in the functional autoregressive model (Q997009) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- A central limit theorem via differential equations (Q1024899) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces (Q1051974) (← links)
- Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
- Invariance principle for martingales on the plane (Q1060767) (← links)
- Optimizing costs of age replacement policies (Q1086136) (← links)
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems (Q1086915) (← links)
- An invariance principle for one large particle with collisions (Q1090475) (← links)
- Central limit theorem for quadratic forms for sparse tables (Q1091690) (← links)
- Distribution and moment convergence of martingales (Q1094750) (← links)
- Convergence of two-parameter stochastic processes (Q1110173) (← links)
- Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays (Q1141414) (← links)
- Asymptotics of distributions of martingales with a continuous parameter (Q1146935) (← links)
- An application of a martingale central limit theorem to the standard epidemic model (Q1149689) (← links)
- On functional central limit theorems for certain continuous time parameter stochastic processes (Q1150941) (← links)
- Local asymptotic normality for progressively censored likelihood ratio statistics and applications (Q1169990) (← links)
- Another view on martingale central limit theorems (Q1190165) (← links)
- On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process (Q1249915) (← links)
- A central limit theorem for martingales (Q1259356) (← links)
- Invariance principle for dependent summands (Q1260431) (← links)
