Pages that link to "Item:Q1209704"

The following pages link to Complete convergence for \(\alpha{}\)-mixing sequences (Q1209704):

Displaying 23 items.

• Convergence rates in the law of large numbers for arrays of martingale differences (Q483023) (← links)
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
• Weighted sums of strongly mixing random variables with an application to nonparametric regression (Q894597) (← links)
• A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN (Q1300509) (← links)
• Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
• Self-normalized central limit theorem for sums of weakly dependent random variables (Q1322910) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Convergence rates in the law of large numbers for arrays of Banach valued martingale differences (Q2319005) (← links)
• Complete convergence theorems for extended negatively dependent random variables (Q2352334) (← links)
• Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
• General theorems on exponential and Rosenthal's inequalities and on complete convergence (Q4576077) (← links)
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with <i>α</i>-mixing errors (Q4987230) (← links)
• The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples (Q5079266) (← links)
• Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure (Q5177577) (← links)
• CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
• On complete convergence for strong mixing sequences (Q5411904) (← links)
• Strong consistency of wavelet estimator for biased nonparametric regression function under strong mixing (Q6609574) (← links)