The following pages link to (Q5624460):
Displayed 42 items.
- GMM estimation with cross sectional dependence (Q113633) (← links)
- \(L_p\) compression, traveling salesmen, and stable walks. (Q533394) (← links)
- A new sufficient condition in the invariance principle for the partial sum processes of moving averages (Q542174) (← links)
- On stochastic setting of stationary phase method (Q550658) (← links)
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
- A note on summability of ladder heights and the distributions of ladder epochs for random walks (Q554446) (← links)
- Buckling of randomly imperfect beams (Q583678) (← links)
- On Valiron and circle convergence (Q585607) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Generalized central limit theorem and renormalization group (Q607766) (← links)
- On Marcinkiewicz-Zygmund laws (Q615940) (← links)
- Characterization of weak convergence of Birkhoff sums for Gibbs-Markov maps (Q616509) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Scaling limits of random planar maps with large faces (Q624656) (← links)
- The spectral edge of some random band matrices (Q624933) (← links)
- Disorder relevance for the random walk pinning model in dimension 3 (Q629810) (← links)
- Recurrence properties of a special type of heavy-tailed random walk (Q629894) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- On the convergence of averages of mixing sequences (Q685733) (← links)
- Kernel estimation for additive models under dependence (Q689169) (← links)
- Spectral estimates and stable processes (Q689470) (← links)
- A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance (Q689517) (← links)
- Central limit theorem for a class of one-dimensional kinetic equations (Q718877) (← links)
- On mean central limit theorems for stationary sequences (Q731693) (← links)
- On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences (Q749008) (← links)
- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences (Q749017) (← links)
- A mean central limit theorem for weakly multiplicative systems and its application to lacunary trigonometric series (Q756249) (← links)
- The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
- Asymptotic analysis of a certain random differential equation (Q760966) (← links)
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors (Q787626) (← links)
- A central limit theorem for piecewise convex mappings of the unit interval (Q789807) (← links)
- A local limit theorem for attraction to the standard normal law: The case of infinite variance (Q799295) (← links)
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes (Q799299) (← links)
- Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
- A stop-loss experience rating scheme for fleets of cars (Q806912) (← links)
- On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Asymptotic expansion for ISE of kernel density estimators under censored dependent model (Q840797) (← links)
- On mixing rate and convergence to stationary regime in discrete time Erlang problem (Q845467) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)