Pages that link to "Item:Q3127362"
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The following pages link to About the Lindeberg method for strongly mixing sequences (Q3127362):
Displaying 25 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
- Some estimates of the normal approximation for \(\varphi \)-mixing random variables (Q647161) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- On mean central limit theorems for stationary sequences (Q731693) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Central limit theorem for linear processes (Q1356349) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- About the Berry-Esseen theorem for weakly dependent sequences (Q1908547) (← links)
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) (Q1974074) (← links)
- A triangular central limit theorem under a new weak dependence condition (Q1975354) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (Q2155521) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
- CLT and \(\mathbb L^q\) errors in nonparametric functional regression (Q2462099) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density (Q2637206) (← links)
- Asymptotic normality of kernel estimates in a regression model for random fields (Q3068115) (← links)
- Central limit theorem for sampled sums of dependent random variables (Q3085583) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- Advances on asymptotic normality in non-parametric functional time series analysis (Q3396476) (← links)
- Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812) (← links)
- Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)