On Interchanging Limits and Integrals

Cited in

(81)

Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
On central limit theorems for martingale triangular arrays
Large deviation rates for Markov branching processes
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Limit theory for high frequency sampled MCARMA models
On a new approach to the multi-sample goodness-of-fit problem
NONPARAMETRIC CLASSIFICATION ON TWO UNIVARIATE DISTRIBUTIONS
Approximations of multi-period liability values by simple formulas
Dependence and the asymptotic behavior of large claims reinsurance
Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails
Scaling transition for nonlinear random fields with long-range dependence
Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
An invariance principle for reversed martingales
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Tchebycheff-Experiments
A stochastic volatility model with flexible extremal dependence structure
Estimation of counterfactual distributions with a continuous endogenous treatment
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point
Extremal behavior of stationary marked point processes
Stable-like fluctuations of Biggins' martingales
Sequential estimation for the parameters of a stationary auto regressive model
Asymptotics for sliding blocks estimators of rare events
On jackknifing the symmetrized Tyler matrix
Statistics for tail processes of Markov chains
On waiting time in the Markov-Pólya scheme
Correction to: ``Limit theorems for empirical processes of cluster functionals
The central limit theorem for backwards martingales
An invariance principle for reversed martingales
Multivariate weighted renewal functions
Regular variation of infinite series of processes with random coefficients
Nonparametric recursive estimation in stationary markov processes
ON THE EXPECTED VALUES OF SEQUENCES OF FUNCTIONS
On regular variation for infinitely divisible random vectors and additive processes
The Self‐Similar and Multifractal Nature of a Network Traffic Model
Regular variation of GARCH processes.
Local scaling limits of Lévy driven fractional random fields
A consistent goodness-of-fit test for huge dimensional and functional data
The convergence of moments in the martingale central limit theorem
Subexponential distribution functions in \(R^{d}\)
On the number of collisions in beta(2, b)-coalescents
Tail asymptotics for the sum of two heavy-tailed dependent risks
A multivariate normal law for Turing's formulae
Multi-valued, singular stochastic evolution inclusions
Renewal theory for random variables with a heavy tailed distribution and finite variance
Random sums of random variables and vectors: including infinite means and unequal length sums
Asymptotic properties of predictive recursion: robustness and rate of convergence
Adaptive estimation in symmetric location model under log-concavity constraint
Power variations for fractional type infinitely divisible random fields
Asymptotically optimal nonparametric empirical Bayes via predictive recursion
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms
LLN-type approximations for large portfolio losses
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)
A class of test statistics for testing whether new is better than used
Feynman-Kac theorem in random environments and partial integro-differential equations
The influence of dependence on data network models
Sensitivity analysis in the infinite dimensional Heston model
Minimum distance lack-of-fit tests under long memory errors
Marginal expected shortfall risk measure for time series
Extremes on the discounted aggregate claims in a time dependent risk model
Multivariate regular variation of preferential attachment models
Patterns of buffer overflow in a class of queues with long memory in the input stream
Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions
Second order tail behaviour of a subordinated probability distribution
Interchanging a limit and an integral: necessary and sufficient conditions
Distributions with heavy tails in Orlicz spaces
Tail behavior of randomly weighted sums
A central limit theorem applicable to robust regression estimators
Revisiting the two-sample runs test
Data network models of burstiness
Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
On the asymptotic efficiency of the multisample location-scale rank tests and their adjustment for ties
On an asymptotic relative efficiency concept based on expected volumes of confidence regions
Aggregation of network traffic and anisotropic scaling of random fields
Cluster based inference for extremes of time series
Tail probabilities of random linear functions of regularly varying random vectors
Multivariate subexponential distributions and random sums of random vectors
Heavy tails of OLS

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