An empirical process central limit theorem for dependent non-identically distributed random variables
From MaRDI portal
(Redirected from Publication:808514)
Recommendations
- An empirical central limit theorem for dependent sequences
- Central limit theorems for dependent variables. II
- Functional CLT for nonstationary strongly mixing processes
- scientific article; zbMATH DE number 1995546
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals
Cites work
- scientific article; zbMATH DE number 3942593 (Why is no real title available?)
- scientific article; zbMATH DE number 3988509 (Why is no real title available?)
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- scientific article; zbMATH DE number 3560124 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- A maximal inequality and dependent strong laws
- A nearly independent, but non-strong mixing, triangular array
- Adapting for heteroscedasticity in linear models
- Almost sure invariance principles for weakly dependent vector-valued random variables
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Central Limit Theorems for dependent variables. I
- Invariance principles for dependent variables
- Limit theorems for sums of weakly dependent Banach space valued random variables
- Robust methods and asymptotic theory in nonlinear econometrics
- Some Limit Theorems for Stationary Processes
Cited in
(22)- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
- An empirical process central limit theorem for multidimensional dependent data
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
- Smoothed GMM for quantile models
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- The Central Limit Theorem for Empirical Processes Under Local Conditions: The Case of Radon Infinitely Divisible Limits without Gaussian Component
- A central limit theorem for strong near-epoch dependent random variables
- A CLT for weighted time-dependent uniform empirical processes
- scientific article; zbMATH DE number 639852 (Why is no real title available?)
- An empirical central limit theorem for dependent sequences
- The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes
- Evaluating forecast performance with state dependence
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals
- Weak convergence of stochastic processes indexed by smooth functions
- A CLT for empirical processes involving time-dependent data
- Spatial semiparametric model with endogenous regressors
- Quasi-likelihood estimation of a censored autoregressive model with exogenous variables
- Penalized least squares estimation with weakly dependent data
This page was built for publication: An empirical process central limit theorem for dependent non-identically distributed random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808514)
