Pages that link to "Item:Q1165511"

The following pages link to Almost sure invariance principles for weakly dependent vector-valued random variables (Q1165511):

Displaying 44 items.

• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Testing for a change in covariance operator (Q394564) (← links)
• Detecting and estimating changes in dependent functional data (Q432320) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• A general LIL for \(B\)-valued geometrically weighted series under dependent assumption (Q663081) (← links)
• An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
• Regularized least square regression with dependent samples (Q849335) (← links)
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
• Learning from dependent observations (Q958916) (← links)
• Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes (Q1044755) (← links)
• Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)
• Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
• Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
• Invariance principles under a two-part mixing assumption (Q1086909) (← links)
• Extremal point processes and intermediate quantile functions (Q1120893) (← links)
• Limit theorems for the union-intersection test (Q1347118) (← links)
• \(M\)-type regression splines involving time series (Q1360970) (← links)
• On the regularity of spectral densities of continuous-time completely linearly regular processes (Q1593596) (← links)
• A restricted dichotomy of equivalence classes for some measures of dependence (Q1596554) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
• System identification using kernel-based regularization: new insights on stability and consistency issues (Q1797024) (← links)
• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) (← links)
• On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables (Q1963969) (← links)
• Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
• Learning rate of distribution regression with dependent samples (Q2171946) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• Least-square regularized regression with non-iid sampling (Q2272113) (← links)
• On weak invariance principles for partial sums (Q2412501) (← links)
• Consistent identification of Wiener systems: a machine learning viewpoint (Q2628481) (← links)
• Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
• Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) (← links)
• Coefficient regularized regression with non-iid sampling (Q2885538) (← links)
• -Almost sure convergence for multivariate probability density estimate from dependent observations (Q2979604) (← links)
• André Dabrowski's work on limit theorems and weak dependence (Q3645625) (← links)
• A note on a theorem of Berkes and Philipp (Q3938264) (← links)
• Limit theorems for sums of weakly dependent Banach space valued random variables (Q3961520) (← links)
• Strong approximation of very weak Bernoulli processes (Q4745047) (← links)
• An almost sure Invariance Principle for Hilbert Space Valued Martingales (Q4746567) (← links)
• Estimating conditional occupation‐time distributions for dependent sequences (Q4883618) (← links)
• INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES (Q5036029) (← links)
• Changepoints in times series of counts (Q5397949) (← links)