Pages that link to "Item:Q895901"

The following pages link to A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901):

Displaying 8 items.

• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services (Q2360879) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)