Pages that link to "Item:Q980748"
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The following pages link to Recent advances in invariance principles for stationary sequences (Q980748):
Displaying 50 items.
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Berry-Esseen type estimates for nonconventional sums (Q288843) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Variance of partial sums of stationary sequences (Q378818) (← links)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- A functional central limit theorem for empirical processes under a strong mixing condition (Q438672) (← links)
- An invariance principle for fractional Brownian sheets (Q482790) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels (Q605038) (← links)
- On limit theorems for Banach-space-valued linear processes (Q619353) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- From rates of mixing to recurrence times via large deviations (Q639549) (← links)
- Functional central limit theorems for self-normalized partial sums of linear processes (Q647160) (← links)
- Weak invariance principle in some Besov spaces for stationary martingale differences (Q683362) (← links)
- Comparison between criteria leading to the weak invariance principle (Q731668) (← links)
- Hölderian weak invariance principle under a Hannan type condition (Q898409) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
- Statistical properties for flows with unbounded roof function, including the Lorenz attractor (Q1711161) (← links)
- Martingale-coboundary decomposition for families of dynamical systems (Q1747351) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations (Q2155522) (← links)
- Iterated invariance principle for slowly mixing dynamical systems (Q2155538) (← links)
- Capacity of the range of tree-indexed random walk (Q2170353) (← links)
- Quenched invariance principles for the maximal particle in branching random walk in random environment and the parabolic Anderson model (Q2184813) (← links)
- A self-normalized invariance principle for a \(\phi\)-mixing sequence (Q2259374) (← links)
- On weak invariance principles for partial sums (Q2412501) (← links)
- Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains (Q2428534) (← links)
- A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
- Law of the iterated logarithm for stationary processes (Q2468423) (← links)
- A functional stable limit theorem for Gibbs-Markov maps (Q2686610) (← links)
- Some mixing properties of conditionally independent processes (Q2807763) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- Convergence of moments for Axiom A and non-uniformly hyperbolic flows (Q2908172) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES (Q3083434) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- Long time behavior of Markov processes (Q3451709) (← links)
