An Approach to Proving Limit Theorems for Dependent Random Variables
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Cited in
(17)- Local linear fitting under near epoch dependence
- Asymptotic normality of frequency polygons for random fields
- Kernel density estimation on random fields
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- Kernel density estimation for random fields. (Density estimation for random fields)
- Estimation of the trend function for spatio-temporal models
- Conditional hazard estimate for functional random fields
- On mixing conditions in proving the asymptotical normality for harmonic crystals
- scientific article; zbMATH DE number 487659 (Why is no real title available?)
- Robust nonparametric estimation for spatial regression
- Local linear spatial regression
- Asymptotic normality of multivariate frequency polygons for stationary random fields
- Almost sure limit theorems for dependent random variables
- Multivariate frequency polygon for stationary random fields
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
- Kernel regression estimation for random fields
- Kernel density estimation for random fields: TheL1Theory
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