Pages that link to "Item:Q1343351"

The following pages link to Estimation of the variance of partial sums for \(\rho\)-mixing random variables (Q1343351):

Displayed 19 items.

• Nonparametric estimation of structural change points in volatility models for time series (Q262749) ‎ (← links)
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) ‎ (← links)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) ‎ (← links)
• New robust confidence intervals for the mean under dependence (Q826963) ‎ (← links)
• A nonclassical law of the iterated logarithm for functions of positively associated random variables (Q862362) ‎ (← links)
• A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences (Q945799) ‎ (← links)
• Towards a nonparametric test of linearity for times series (Q1299551) ‎ (← links)
• Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables (Q1847631) ‎ (← links)
• Estimation of variance of partial sums of an associated sequence of random variables (Q1890704) ‎ (← links)
• A note on estimation of variance for \(\rho\)-mixing sequences (Q1914296) ‎ (← links)
• On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables (Q1945306) ‎ (← links)
• Estimation of the variance for strongly mixing sequences (Q1976454) ‎ (← links)
• A self-normalized invariance principle for a \(\phi\)-mixing sequence (Q2259374) ‎ (← links)
• Precise rates in complete moment convergence for \(\rho \)-mixing sequences (Q2465166) ‎ (← links)
• Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) ‎ (← links)
• A self-normalized central limit theorem for a ρ-mixing stationary sequence (Q4563490) ‎ (← links)
• The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) ‎ (← links)
• Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) ‎ (← links)
• The weak convergence for functions of negatively associated random variables (Q5947228) ‎ (← links)