On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

Cited in

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Estimating the multivariate extremal index function
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
Estimation of quadratic variation for two-parameter diffusions
An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data
Central limit theorems for dependent variables. II
A note on invariance principles for v. Mises' statistics
Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
Invariance principles for U-statistics and von Mises functionals
On functionals of order statistics
Weak convergence of Markov chains with two-parameter time
Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
On Hadamard differentiability of extended statistical functional
On the empirical process of multivariate, dependent random variables
Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
Functional limit theorems for U-statistics in the degenerate case
Martingales and the Robbins-Monro procedure in \(D[0,1]\)
Identifying nonlinear covariate effects in semimartingale regression models
Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
A new integral nonparametric test for the affine symmetry hypothesis
A threshold limit theorem for a multitype epidemic model
On the limiting distribution of and critical values for an origin- invariant bivariate Cramér - von Mises-type statistic
Nonparametric detection of changepoints for sequentially observed data
Nonparametric model checks for regression
Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
Multivariate hazard rates under random censorship
Regression \(M\)-estimators with doubly censored data
Best attainable rates of convergence for estimators of the stable tail dependence function
Regression M-estimators with non-i.i.d. doubly censored data.
Volterra-type Ornstein-Uhlenbeck processes in space and time
A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems
Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
Local behaviour of Airy processes
Weak convergence of empirical copula processes
Efficient estimation in the bivariate censoring model and repairing NPMLE
On the asymptotic distribution of a general measure of monotone dependence
A central limit theorem for D(A)-valued processes
Representations, decompositions and sample function continuity of random fields with independent increments
Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
On the strong approximation of bootstrapped empirical copula processes with applications
A continuous mapping theorem for the smallest argmax functional
From infinite urn schemes to self-similar stable processes
The random transposition dynamics on random regular graphs and the Gaussian free field
Directional differentiability for supremum-type functionals: statistical applications
Goodness-of-fit testing for copulas: a distribution-free approach
Gaussian random measures generated by Berry's nodal sets
Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness
Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
Nonparametric estimation in the illness-death model using prevalent data
An inverse-probability-weighted approach to estimation of the bivariate survival function under left-truncation and right-censoring
Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics
On dynamical Gaussian random walks
The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
Detection of stationary errors in multiple regressions with integrated regressors and cointegration
Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes
An extremal problem with applications to the problem of testing multivariate independence
Nonparametric estimation of the bivariate distribution function with doubly censored data
Distribution-free specification tests of conditional models
Generalized madogram and pairwise dependence of maxima over two regions of a random field.
On the multivariate two-sample problem using strong approximations of empirical copula processes
Approximation of the Rosenblatt sheet
Interval estimation of the joint survival function for successive duration times under left truncation and right censoring
Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions
Bridges and random truncations of random matrices
Tests for symmetry about an unknown value based on the empirical distribution function
Goodness-of-fit tests for functional data
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
Weak and strong convergence of empirical distribution functions from germ-grain processes
Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
scientific article; zbMATH DE number 4088596 (Why is no real title available?)
A test for bivariate symmetry based on the empirical distribution function
The function space D([O, ∞)ρ, E)
Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
Approximating class approach for empirical processes of dependent sequences indexed by functions
Limit theorems for power variations of ambit fields driven by white noise
scientific article; zbMATH DE number 179187 (Why is no real title available?)
Linearity of wilcoxon signed-rank processes for the general linear hypothesis
Bootstrapping a change-point Cox model for survival data
An invariance principle for lattices of dependent random variables
A method of moments estimator of tail dependence in meta-elliptical models
Weak convergence of the generalized parametric empirical processes and goodness-of-fit tests for parametric models
Testing the Martingale Difference Hypothesis
ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
An empirical process central limit theorem for multidimensional dependent data
Estimation of the joint survival function for successive duration times
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
Some invariance principles for rank statistics for testing independence
Nonparametric Estimators of the Distribution Function for One Modified Model of Current Status Data
Nonparametric estimation of the bivariate survival function for one modified form of current-status data
On extremal dependence of block vectors
Study of semiparametric copula models via divergences with bivariate censored data
Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process
Quantile regression for doubly truncated data
Change-point detection and bootstrap for Hilbert space valued random fields
On the quality of poisson approximations
Some applications of the strong approximation of the integrated empirical copula processes
Distribution-free tests of stochastic monotonicity
Empirical processes of multidimensional systems with multiple mixing properties

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