Pages that link to "Item:Q1171825"

The following pages link to Moment and probability bounds with quasi-superadditive structure for the maximum partial sum (Q1171825):

Displaying 43 items.

• Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
• Lyapunov exponents of PDEs driven by fractional noise with Markovian switching (Q273691) (← links)
• Detecting and estimating changes in dependent functional data (Q432320) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
• Some examples of application of the metric entropy method (Q558283) (← links)
• Hausdorff and packing dimensions of the images of random fields (Q627279) (← links)
• Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
• A note on a maximal Bernstein inequality (Q638768) (← links)
• Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory (Q642079) (← links)
• Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory (Q814149) (← links)
• Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
• Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
• Large deviations for local time fractional Brownian motion and applications (Q936601) (← links)
• Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
• Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
• On the law of the iterated logarithm for the discrepancy of \(\langle n_kx\rangle\) (Q1027746) (← links)
• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables (Q1107208) (← links)
• On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
• A new weak dependence condition and applications to moment inequalities (Q1613665) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
• Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• An application of \(\varphi\)-subgaussian technique to Fourier analysis (Q2258408) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Generalized continuous time random walks and Hermite processes (Q2344866) (← links)
• Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains (Q2428534) (← links)
• Large deviations for subordinated Brownian motion and applications (Q2453887) (← links)
• Upper-lower class tests and frequency results along subsequences (Q2485847) (← links)
• A general approach rate to the strong law of large numbers (Q2493806) (← links)
• Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables (Q2643382) (← links)
• A More General Maximal Bernstein-type Inequality (Q2840328) (← links)
• Maximal Inequalities for Dependent Random Variables (Q2954040) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Convergence rates of the strong law for stationary mixing sequences (Q3217355) (← links)
• Empirical Distribution Functions and Strong Approximation Theorems for Dependent Random Variables. A Problem of Baker in Probabilistic Number Theory (Q4316963) (← links)
• (Q4792083) (← links)
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• Detection and localization of changes in a panel of densities (Q6656668) (← links)