Publication:5624460
From MaRDI portal
zbMath0219.60027MaRDI QIDQ5624460
I. A. Ibragimov, Yu. V. Linnik
Publication date: 1971
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G50: Sums of independent random variables; random walks
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
60F25: (L^p)-limit theorems
Related Items
Kernel density estimation for random fields: TheL1Theory, Limit theorems for random transformations and processes in random environments, A bootstrap procedure in linear regression with nonstationary errors, On two–block–factor sequences and one–dependence, Some remarks on a probability limit theorem for continued fractions, Statistical properties for nonhyperbolic maps with finite range structure, Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics, Convergence controls for MCMC algorithms, with applications to hidden markov chains, Limit theorems for the convex hull of random points in higher dimensions, Ergodic Theory for Markov Fibred Systems and Parabolic Rational Maps, THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES, On roots of random polynomials, Fat tail distributions and local thin tail alternatives, GMM estimation with cross sectional dependence, On the convergence of averages of mixing sequences, Kernel estimation for additive models under dependence, Spectral estimates and stable processes, A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance, Density estimation for nonisotropic random fields, Asymptotic normality of regression estimators with long memory errors, Curve estimation for \(m_ n\)-decomposable time series including bilinear processes, On a problem of A. N. Kolmogorov, Diffusive energy growth in classical and quantum driven oscillators, On the spectral density and asymptotic normality of weakly dependent random fields, On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient, On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space, Random walk in dynamic environment with mutual influence, Central limit theorems for sequences with \(m(n)\)-dependent main part, Approximating martingales and the central limit theorem for strictly stationary processes, Minimal conditions in \(p\)-stable limit theorems, Remarks of the sojourn times of a semi-Markov process, A note on moment bounds for strong mixing sequences, Asymptotic normality for random sums of linear processes, Extremes of totally skewed stable motion, Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation, Poisson approximations for sequences of random variables, Kernel density and hazard rate estimation for censored dependent data, Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence, Tauberian theorems via statistical convergence, Asymptotic normality for density kernel estimators in discrete and continuous time, Limit theorems for non-hyperbolic automorphisms of the torus, CCR-algebra structure of normal \(k\)-mode fluctuations, Limit theorem for large deviations probabilities of certain forms, On the simultaneous behavior of the dependence coefficients associated with three mixing conditions, A central limit theorem for self-normalized products of random variables, Directional decay of the Green's function for a random nonnegative potential on \(\mathbb{Z}^d\), A consistent nonparametric test for serial independence, On blocks and runs estimators of the extremal index, On the bootstrap and the moving block bootstrap for the maximum of a stationary process, On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified, A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence, Exit probability of two-dimensional random walk from the quadrant, Fluctuations and their Glauber dynamics in lattice systems, Batch variance estimators for the median of simulation output., Characteristic functions of random variables attracted to 1-stable laws, Limit theorems for mixing sequences without rate assumptions, On the blockwise bootstrap for empirical processes for stationary sequences, Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences, On multidimensional domains of attraction for stationary sequences, On some estimates based on sample behavior near high level excursions, Conditional empirical, quantile and difference processes for a large class of time series with applications, Almost isometric operators: functional model, invariant subspaces, commutant, Limit theorems for functionals of convex hulls, Kernel estimation of the density of a statistic, Three theorems on \(\rho^*\)-mixing random fields, Semiparametric estimation from time series with long-range dependence, Bounds for sums of random variables over a Markov chain, On the dissipation of partial sums from a stationary strongly mixing sequence, Time series regression with long-range dependence, A hitting time for Lévy processes, with application to dams and branching processes, The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns, On a local limit theorem in strong sense, Poisson approximation for the number of large digits of inhomogeneous \(f\)-expansions, A rate of convergence in the Poissonian representation of stable distributions, Kernel density estimation for random fields. (Density estimation for random fields), Bounds for the accuracy of Poissonian approximations of stable laws, On recursive estimation for hidden Markov models, Asymptotic properties of Kaplan-Meier estimator for censored dependent data, Asymptotic normality of the \(L_1\) error of the Grenander estimator, Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence, Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients, Precise asymptotics in the Baum-Katz and Davis laws of large numbers, Spitzer's condition and ladder variables in random walks, Limit theorems and Markov approximations for chaotic dynamical systems, The sample autocorrelations of heavy-tailed processes with applications to ARCH, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series, On high level exceedance modeling and tail inference, Strong laws for \(\alpha\)-mixing sequence processes indexed by sets, Central limit theorem by polynomial dependence coefficients, Large deviations for martingales with some applications, On the central limit theorem for \(U\)-statistics under absolute regularity, On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes, Testing for structural change in a long-memory environment, About the Berry-Esseen theorem for weakly dependent sequences, On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables, A CLT for the periodograms of a \(p\)-mixing random field, Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses, The bootstrap of the mean for strong mixing sequences under minimal conditions, Viscosity for a periodic two disk fluid: An existence proof, On the asymptotic normality of sequences of weak dependent random variables, On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables, An adaptive optimal estimate of the tail index for MA(1) time series, Limit theorems for regression models of time series of counts, Estimation of the variance for strongly mixing sequences, About the Lindeberg method for strongly mixing sequences, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, On the Existence of Conformal Measures, Risk processes perturbed by α-stable Lévy motion
