Pages that link to "Item:Q1872287"
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The following pages link to Necessary and sufficient conditions for the conditional central limit theorem (Q1872287):
Displaying 33 items.
- On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric (Q424528) (← links)
- On martingale approximation of adapted processes (Q430967) (← links)
- Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields (Q453773) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- On mean central limit theorems for stationary sequences (Q731693) (← links)
- A noncommutative extended de Finetti theorem (Q846955) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- CLT in functional linear regression models (Q880935) (← links)
- A conditional CLT which fails for ergodic components (Q939130) (← links)
- On martingale approximations (Q957521) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Consistent estimation of complete neuronal connectivity in large neuronal populations using sparse ``shotgun'' neuronal activity sampling (Q1705032) (← links)
- Martingale approximations for sums of stationary processes. (Q1879842) (← links)
- Central limit theorem for Fourier transforms of stationary processes (Q1958466) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
- On kernel estimators of density for reversible Markov chains (Q2348330) (← links)
- On the optimality of McLeish's conditions for the central limit theorem (Q2351838) (← links)
- An invariance principle for non-adapted processes (Q2381993) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Quenched central limit theorems for sums of stationary processes (Q2446719) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- On path correlation and PERT bias (Q2482795) (← links)
- Conditional convergence to infinitely divisible distributions with finite variance (Q2485849) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
- Stein's method for conditional central limit theorem (Q6102954) (← links)
- On the quenched CLT for stationary Markov chains (Q6204796) (← links)
