Pages that link to "Item:Q1071436"

The following pages link to Multilinear forms and measures of dependence between random variables (Q1071436):

Displaying 25 items.

• On mixing properties of some INAR models (Q503989) (← links)
• Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
• Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
• Invariance principles under a two-part mixing assumption (Q1086909) (← links)
• On dominations between measures of dependence (Q1092495) (← links)
• Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions (Q1177215) (← links)
• On the spectral density and asymptotic normality of weakly dependent random fields (Q1187529) (← links)
• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (Q1194593) (← links)
• Minimal conditions in \(p\)-stable limit theorems (Q1208946) (← links)
• Central limit theorem for linear processes (Q1356349) (← links)
• A covariance inequality under a two-part dependence assumption (Q1359746) (← links)
• Exponential convergence for sequences of random variables (Q1380642) (← links)
• A restricted dichotomy of equivalence classes for some measures of dependence (Q1596554) (← links)
• Terminal-dependent statistical inference for the FBSDEs models (Q1718198) (← links)
• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• A CLT for the periodograms of a \(p\)-mixing random field (Q1910901) (← links)
• Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing'' (Q1965896) (← links)
• Convergence rates in the strong laws of asymptotically negatively associated random fields (Q1970739) (← links)
• Estimation of the variance for strongly mixing sequences (Q1976454) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
• A multilinear form inequality (Q2370527) (← links)
• Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
• Complete moment convergence for (α,β)-mixing random variables and its application (Q5141743) (← links)
• Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model (Q6038923) (← links)