Pages that link to "Item:Q1890704"

The following pages link to Estimation of variance of partial sums of an associated sequence of random variables (Q1890704):

Displaying 18 items.

• Empirical Euclidean likelihood for general estimating equations under association dependence (Q716534) (← links)
• A nonclassical law of the iterated logarithm for functions of positively associated random variables (Q862362) (← links)
• A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences (Q945799) (← links)
• Empirical likelihood ratio confidence interval for positively associated series (Q1036871) (← links)
• Kaplan-Meier estimator under association (Q1275419) (← links)
• Maximal inequalities for demimartingales and a strong law of large numbers (Q1593722) (← links)
• On estimation of limiting variance of partial sums of functions of associated random variables (Q1680931) (← links)
• Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables (Q1847631) (← links)
• Estimation of the variance for strongly mixing sequences (Q1976454) (← links)
• A self-normalized invariance principle for a \(\phi\)-mixing sequence (Q2259374) (← links)
• Wilcoxon-signed rank test for associated sequences (Q2483848) (← links)
• A self-normalized central limit theorem for a ρ-mixing stationary sequence (Q4563490) (← links)
• Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
• Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
• The weak convergence for functions of negatively associated random variables (Q5947228) (← links)
• Normal approximation for quasi-associated random fields (Q5953871) (← links)
• Predictive inference for travel time on transportation networks (Q6138601) (← links)
• Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)