Pages that link to "Item:Q1872529"

The following pages link to The functional central limit theorem under the strong mixing condition (Q1872529):

Displaying 18 items.

• Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
• Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data (Q514118) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
• On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem (Q2477947) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• A functional central limit theorem on non-stationary random fields with nested spatial structure (Q2694809) (← links)
• The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes (Q2931571) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• (Q4410078) (← links)
• Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
• State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
• On a ‘Replicating Character String’ Model (Q5169741) (← links)
• Slepian Wavelet Variances for Regularly and Irregularly Sampled Time Series (Q5261079) (← links)
• Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence (Q5400790) (← links)