Pages that link to "Item:Q734659"
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The following pages link to New techniques for empirical processes of dependent data (Q734659):
Displaying 15 items.
- On the functional CLT for stationary Markov chains started at a point (Q271861) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- Weak convergence of stationary empirical processes (Q680395) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
- Convergence to the maximum process of a fractional Brownian motion with shot noise (Q2453918) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
