Pages that link to "Item:Q1316641"
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The following pages link to The functional central limit theorem for strongly mixing processes (Q1316641):
Displaying 50 items.
- On the functional CLT for stationary Markov chains started at a point (Q271861) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology (Q354209) (← links)
- On a clustering criterion for dependent observations (Q389296) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Moment inequalities for sums of dependent random variables under projective conditions (Q1014052) (← links)
- Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
- On the simultaneous behavior of the dependence coefficients associated with three mixing conditions (Q1293390) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Limit theorems for mixing sequences without rate assumptions (Q1307506) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- Central limit theorem for linear processes (Q1356349) (← links)
- A covariance inequality under a two-part dependence assumption (Q1359746) (← links)
- Limit theorems for products of positive random matrices (Q1381560) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Turbulent diffusion in Markovian flows (Q1578584) (← links)
- An analogue of the Baum-Katz theorem for weakly dependent random variables (Q1585627) (← links)
- A restricted dichotomy of equivalence classes for some measures of dependence (Q1596554) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
- On the central limit theorem for \(U\)-statistics under absolute regularity (Q1903169) (← links)
- Weak convergence of stochastic processes indexed by smooth functions (Q1915849) (← links)
- The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
- On the asymptotic normality of sequences of weak dependent random variables (Q1923937) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- Asymptotic normality of the relative error regression function estimator for censored and time series data (Q2076957) (← links)
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- Uniform CLT for empirical process (Q2485830) (← links)
- Invariance principle for the coverage rate of genomic physical mappings (Q2496501) (← links)
