scientific article; zbMATH DE number 3108841

Cited in

(28)

A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\)
\(\alpha\)-stable limit theorems for sums of dependent random vectors
On multidimensional domains of attraction for stationary sequences
A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence
The winding of stationary Gaussian processes
Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments
A note on the central limit theorems for dependent random variables
A more general central limit theorem for m-dependent random variables with unbounded m
On the order of approximation in limit theorems for negative-binomial sums of strictly stationary m-dependent random variables
Testing high-dimensional nonparametric Behrens-Fisher problem
A central limit theorem for \(m\)-dependent random variables under sublinear expectations
Mean vector testing for high-dimensional dependent observations
On degenerate sums of m-dependent variables
Heteroscedasticity detection and estimation with quantile difference method
Two central limit problems for dependent random variables
Probabilities of moderate deviations under m‐dependence
Tests for \(m\)-dependence based on sample splitting methods
Asymptotic normality of consecutive patterns in permutations encoded by generating trees with one‐dimensional labels
On some approximations for sums of m-dependent random variables
Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation
Quantitative bounds in the central limit theorem for m-dependent random variables
The Borel-Cantelli lemma under m-dependence
Asymptotics for the site frequency spectrum associated with the genealogy of a birth and death process
General central limit theorems for m-dependent random variables under sub-linear expectations
Law of large numbers for m-dependent random vectors under sublinear expectations
Copulas, m-dependence, and Markov chains
On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables
Asymptotic normality of autoregressive processes

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