The following pages link to (Q5293979):
Displayed 40 items.
- Short-range dependent processes subordinated to the Gaussian may not be strong mixing (Q273731) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- A note on Marcinkiewicz laws for strictly stationary \(\varphi\)-mixing sequences (Q643253) (← links)
- A note on two measures of dependence (Q645426) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Constructing processes with prescribed mixing coefficients (Q956363) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Quenched phantom distribution functions for Markov chains (Q1640930) (← links)
- Derivation of the Batchelor-Green formula for random suspensions (Q2048455) (← links)
- Geometric law for numbers of returns until a hazard under \(\varphi\)-mixing (Q2055276) (← links)
- Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
- Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
- Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
- Fluctuations of ergodic sums on periodic orbits under specification (Q2187866) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Entropy rate of product of independent processes (Q2679714) (← links)
- On degenerate sums of <i>m</i>-dependent variables (Q2794731) (← links)
- On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance (Q4903044) (← links)
- Limit theorems for numbers of returns in arrays under ϕ-mixing (Q4959350) (← links)
- On the local limit theorems for psi-mixing Markov chains (Q5009799) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
- (Q5053197) (← links)
- (Q5054602) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes (Q5157812) (← links)
- Quenched Invariance Principles via Martingale Approximation (Q5272946) (← links)
- Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions (Q5863055) (← links)
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method (Q6163563) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- Classical and almost sure local limit theorems (Q6190569) (← links)