Pages that link to "Item:Q1016616"

The following pages link to Asymptotic results for the empirical process of stationary sequences (Q1016616):

Displaying 27 items.

• Distribution function estimation via Bernstein polynomial of random degree (Q263898) (← links)
• Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
• Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• The sequential empirical process of a random walk in random scenery (Q737180) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Weakly dependent functional data (Q973886) (← links)
• Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
• Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds (Q1698763) (← links)
• Strong approximation of locally square-integrable martingales (Q1757990) (← links)
• Two-parameter heavy-traffic limits for infinite-server queues with dependent service times (Q1935510) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
• Weak convergence of the weighted sequential empirical process of some long-range dependent data (Q2339543) (← links)
• A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)
• INFINITE-SERVER QUEUES WITH BATCH ARRIVALS AND DEPENDENT SERVICE TIMES (Q2909824) (← links)
• Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)
• Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes (Q5177575) (← links)
• TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
• Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)