On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
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Cites work
- scientific article; zbMATH DE number 3176962 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A note on empirical processes of strong-mixing sequences
- Conditions for linear processes to be strong-mixing
- Non-parametric recursive estimates of a probability density function and its derivatives
- On deviations between empirical and quantile processes for mixing random variables
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
- On the Glivenko-Cantelli theorem for weighted empiricals based on independent random variables
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- Probability Inequalities for Sums of Bounded Random Variables
Cited in
(4)- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
- Nonparametric estimates for conditional quantiles of time series
- Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process
- On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
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