Pages that link to "Item:Q1356349"
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The following pages link to Central limit theorem for linear processes (Q1356349):
Displaying 50 items.
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- An invariance principle for fractional Brownian sheets (Q482790) (← links)
- Almost sure central limit theorem for product of partial sums of strongly mixing random variables (Q535529) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- Central limit theorem for linear processes with infinite variance (Q742110) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
- An almost sure central limit theorem for products of sums of partial sums under association (Q1022972) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Asymptotic distribution of rewards accumulated by alternating renewal processes (Q1687243) (← links)
- A new maximal inequality and invariance principle for stationary sequences (Q1775450) (← links)
- On the asymptotic normality of sequences of weak dependent random variables (Q1923937) (← links)
- Weak and almost sure convergence for products of sums of associated random variables (Q1952663) (← links)
- A triangular central limit theorem under a new weak dependence condition (Q1975354) (← links)
- Estimation of the variance for strongly mixing sequences (Q1976454) (← links)
- Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Central limit theorems for moving average processes (Q2393659) (← links)
- Remarks on limit theorems for reversible Markov processes and their applications (Q2407066) (← links)
- Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
- Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
- An almost sure central limit theorem for products of sums under association (Q2479329) (← links)
- The great circle epidemic model. (Q2574596) (← links)
- Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
- A central limit theorem for weighted sums of associated random field (Q2807651) (← links)
- Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains (Q2840338) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Central limit theorem for sampled sums of dependent random variables (Q3085583) (← links)
- A self-normalized central limit theorem for a ρ-mixing stationary sequence (Q4563490) (← links)
- Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
- An Extension of the Almost Sure Central Limit Theorem for Products of Sums Under Association (Q5299089) (← links)
- Variable selection in partially time-varying coefficient models (Q5321918) (← links)
- Asymptotic distribution with random indices for linear processes (Q5864498) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5899430) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5901238) (← links)
