Pages that link to "Item:Q4776673"
From MaRDI portal
The following pages link to Invariance principles for dependent variables (Q4776673):
Displayed 50 items.
- A parametric bootstrap test for cycles (Q265115) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- A nonconventional invariance principle for random fields (Q354752) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
- A chi-square test for a unit root (Q756896) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
- A functional limit theorem for tapered empirical spectral functions (Q1060489) (← links)
- Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- Invariance principles under weak dependence (Q1082711) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Invariance principles for U-statistics and von Mises functionals (Q1121612) (← links)
- An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments (Q1209706) (← links)
- Weak convergence with random indices (Q1242592) (← links)
- Invariance principle for nonhomogeneous Markov chains (Q1260430) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
- Stein's method for nonconventional sums (Q1663748) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process (Q1899262) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Mixingales on Riesz spaces (Q1947334) (← links)
- Mixing sequences, and mixingales in quantum probability spaces (Q2121669) (← links)
- Complete moment convergence for the dependent linear processes with random coefficients (Q2273236) (← links)
- Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
- On the optimality of McLeish's conditions for the central limit theorem (Q2351838) (← links)
- Nonconventional limit theorems in averaging (Q2438262) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
- Regression function estimation from dependent observations (Q2638688) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159) (← links)
- Finitary codes and the law of the iterated logarithm (Q3207815) (← links)
- A functional central limit theorem for strongly mixing sequences of random variables (Q3223621) (← links)