scientific article; zbMATH DE number 2051081
From MaRDI portal
Publication:4453361
Recommendations
- Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process
- scientific article; zbMATH DE number 4082718
- Limit Theorems for Sample Covariances of Stationary Linear Processes with Applications to Sequential Estimation
- Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas
- On the covariance of the asymptotic empirical copula process
- scientific article; zbMATH DE number 1226053
- Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes
Cited in
(7)- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Almost sure convergence rates for the estimation of a covariance operator for negatively associated samples
- scientific article; zbMATH DE number 4119450 (Why is no real title available?)
- Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process
- On almost sure convergence rates for the kernel estimator of a covariance operator under negative association
- Strong convergence rates for the estimation of a covariance operator for associated samples
- On the covariance of the asymptotic empirical copula process
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453361)
