Pages that link to "Item:Q873610"
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The following pages link to An empirical central limit theorem for dependent sequences (Q873610):
Displaying 26 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← 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)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- Moderate deviations for stationary sequences of bounded random variables (Q838323) (← links)
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables (Q953500) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences (Q1678538) (← links)
- Erratum to: An empirical central limit theorem for intermittent maps (Q1939548) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
- Strong invariance principles with rate for ``reverse'' martingale differences and applications (Q2346975) (← links)
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic (Q2352738) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- Adaptive density estimation under weak dependence (Q3085573) (← links)
- EMPIRICAL INVARIANCE PRINCIPLE FOR ERGODIC TORUS AUTOMORPHISMS: GENERICITY (Q3520404) (← links)
- Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925) (← links)
- Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
- A Fourth Moment Inequality for Functionals of Stationary Processes (Q5504163) (← links)
- An empirical central limit theorem for intermittent maps (Q5961961) (← links)
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502) (← links)
- The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)
