Pages that link to "Item:Q2460327"
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The following pages link to Strong invariance principles for dependent random variables (Q2460327):
Displaying 50 items.
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric (Q424528) (← links)
- On martingale approximation of adapted processes (Q430967) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Kolmogorov's law of the iterated logarithm for noncommutative martingales (Q500810) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Pointwise ergodic theorems with rate and application to the CLT for Markov chains (Q731730) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- On maxima of periodograms of stationary processes (Q834359) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← links)
- Asymptotics for a class of dependent random variables (Q894573) (← links)
- On the almost sure invariance principle for dependent Bernoulli random variables (Q900961) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- Strong approximation for \(\rho \)-mixing sequences (Q1934007) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Dependent functional data (Q1952694) (← links)
- A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields (Q1957166) (← links)
- Non-stationary almost sure invariance principle for hyperbolic systems with singularities (Q1990116) (← links)
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
