The following pages link to Strong law for mixing sequence (Q2640224):
Displayed 4 items.
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Strong laws for \(\alpha\)-mixing sequence processes indexed by sets (Q1891679) (← links)
- Block bootstrap for dependent errors-in-variables (Q2979966) (← links)