Pages that link to "Item:Q1923937"

The following pages link to On the asymptotic normality of sequences of weak dependent random variables (Q1923937):

Displaying 29 items.

• A unified approach to self-normalized block sampling (Q288844) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Risks of large portfolios (Q494174) (← links)
• A note on the strong law of large numbers for arrays of rowwise \(\tilde{\rho}\)-mixing random variables (Q659517) (← links)
• Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences (Q871326) (← links)
• Strong law of large numbers for \(\rho^{*}\)-mixing sequences with different distributions (Q871376) (← links)
• On the simultaneous behavior of the dependence coefficients associated with three mixing conditions (Q1293390) (← links)
• Martingale approximations for sums of stationary processes. (Q1879842) (← links)
• Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing'' (Q1965896) (← links)
• A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) (Q1974074) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise (Q2018650) (← links)
• Strong laws of large numbers for \(\tilde \rho \)-mixing random variables (Q2267492) (← links)
• Stabilized hard thresholding of wavelet-vaguelette decomposition coefficients in reconstructing tomographic images using projections with correlated noise (Q2287404) (← links)
• Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
• Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise (Q2356506) (← links)
• A central limit theorem for non-stationary strongly mixing random fields (Q2360646) (← links)
• Complete convergence for weighted sums of arrays of rowwise \({\tilde\rho}\)-mixing random variables (Q2437660) (← links)
• On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions (Q2441057) (← links)
• Strong laws of large numbers for arrays of rowwise \(\rho ^{\ast }\)-mixing random variables (Q2478357) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Optimal designs for nonparametric estimation of zeros of regression functions (Q2913243) (← links)
• For what trading strategies is the tax payment stream of infinite variation? (Q2974046) (← links)
• About the Lindeberg method for strongly mixing sequences (Q3127362) (← links)
• Strong laws of large numbers for weighted sums of $$\tilde \rho $$ -mixing random variables (Q5422699) (← links)
• Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)
• Predictive inference for travel time on transportation networks (Q6138601) (← links)
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)