Pages that link to "Item:Q1265969"
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The following pages link to Invariance principle for martingale-difference random fields (Q1265969):
Displaying 16 items.
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Fractional Brownian sheet and martingale difference random fields (Q308179) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- An invariance principle for stationary random fields under Hannan's condition (Q744231) (← links)
- A local invariance principle for Gibbsian fields (Q866599) (← links)
- The invariance principle for linear multi-parameter stochastic processes generated by associated fields (Q958960) (← links)
- Randomization in the construction of multidimensional martingales (Q2392572) (← links)
- Testing for epidemic changes in the mean of a multiparameter stochastic process (Q2453616) (← links)
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus (Q2482620) (← links)
- ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS (Q3542097) (← links)
- Invariance principle via orthomartingale approximation (Q4561038) (← links)
- Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields (Q5086905) (← links)
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure (Q5299495) (← links)
- Asymptotics for linear random fields (Q5933609) (← links)
- A central limit theorem for fields of martingale differences (Q5965101) (← links)