Pages that link to "Item:Q1085878"

The following pages link to A useful estimate in the multidimensional invariance principle (Q1085878):

Displaying 25 items.

• Bootstrapping cointegrating regressions (Q275261) (← links)
• Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function (Q642443) (← links)
• Precise asymptotics in Chung's law of the iterated logarithm (Q943505) (← links)
• Strong approximation for a class of stationary processes (Q1001848) (← links)
• Sufficient moment and truncated moment conditions for the law of the iterated logarithm (Q1085876) (← links)
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case (Q1122862) (← links)
• A note on the law of the iterated logarithm in Hilbert space (Q1263149) (← links)
• Rate of convergence of stochastic approximation procedures in a Banach space (Q1286311) (← links)
• Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle (Q1358017) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Detection of structural changes in generalized linear models (Q1771469) (← links)
• Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law (Q1822402) (← links)
• Strong approximation for \(\rho \)-mixing sequences (Q1934007) (← links)
• Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors (Q2451257) (← links)
• A new strong invariance principle for sums of independent random vectors (Q2452916) (← links)
• An almost sure invariance principle for the range of planar random walks (Q2571698) (← links)
• The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
• Weak Invariance Principles for Regression Rank Statistics (Q3155683) (← links)
• (Q3166519) (← links)
• Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
• A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments (Q4386510) (← links)
• Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)