Contributions to Central Limit Theory for Dependent Variables
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Publication:5568853
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(39)- A note on the almost sure approximation of weakly dependent random variables
- Central limit theorems for dependent variables. II
- A random CLT for dependent random variables
- On the Chernoff-Savage theorem for dependent sequences
- Subsampling for heteroskedastic time series
- Central limit theorem for dependent multidimensionally indexed random variables.
- Mixing inequalities in Riesz spaces
- Asymptotic theory for multivariate GARCH processes.
- Necessary and sufficient conditions for the conditional central limit theorem
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series
- On the order of approximation in limit theorems for negative-binomial sums of strictly stationary m-dependent random variables
- Analysis of binary spatial data by quasi-likelihood estimating equations
- Conditional convergence to infinitely divisible distributions with finite variance
- On the convergence of sums of random variables in distribution under mixing condition
- Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields.
- Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition
- Flexible risk-adjusted surveillance procedures for autocorrelated binary series
- Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
- Heteroscedasticity detection and estimation with quantile difference method
- A central limit property under a modified Ehrenfest urn design
- Central Limit Theorems for dependent variables. I
- The invariance principle for ϕ-mixing sequences
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Two central limit problems for dependent random variables
- Exponential inequalities and functional central limit theorems for random fields
- Strong approximation of very weak Bernoulli processes
- Invariance principles for dependent variables
- MAX-plus objects to study the complexity of graphs
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
- Vector-valued almost sure invariance principles for (non)stationary and random dynamical systems
- Binary time series models in change point detection tests
- The central limit problem for mixing sequences of random variables
- M-Mixing systems. I
- An invariance principle for dependent random variables
- A spatial host-parasite model with host immunity: survival and linear spread of parasites on \(\mathbb{Z} \)
- Novel and efficient approximations for zero-one and ranking losses of linear classifiers
- A chi-square test for a unit root
- Nonparametric regression estimation for random fields in a fixed-design
- On an asymptotic distribution of dependent random variables on a 3-dimensional lattice
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