Pages that link to "Item:Q2701804"

The following pages link to Théorèmes limites avec poids pour les martingales vectorielles (Q2701804):

Displaying 18 items.

• Recursive estimation in a class of models of deformation (Q389306) (← links)
• Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
• Identification of multitype branching processes (Q817989) (← links)
• On the identification of a supercritical branching process (Q1009543) (← links)
• A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
• Invariance principles with logarithmic averaging for continuous local martingales (Q1871273) (← links)
• On the center of mass of the elephant random walk (Q1994910) (← links)
• New insights on the reinforced elephant random walk using a martingale approach (Q2067192) (← links)
• Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications (Q2485756) (← links)
• On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications (Q3621153) (← links)
• Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
• Large Deviations via Almost Sure CLT for Functionals of Markov Processes (Q4648519) (← links)
• On the almost sure central limit theorem for ARX processes in adaptive tracking (Q5128869) (← links)
• Théorèmes limites avec poids pour les martingales vectorielles à temps continu (Q5190293) (← links)
• On the almost sure central limit theorem for the elephant random walk (Q5872800) (← links)
• Large deviation principle for additive functionals of semi-Markov processes (Q5880396) (← links)
• Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk (Q6062725) (← links)