Pages that link to "Item:Q1897167"

The following pages link to A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws (Q1897167):

Displaying 31 items.

• Testing for (in)finite moments (Q138542) (← links)
• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences (Q401031) (← links)
• Monitoring test for stability of copula parameter in time series (Q488592) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations (Q731945) (← links)
• A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
• A note on the Chover-type law of the iterated logarithm for the weighted partial sums of \(\alpha\)-mixing sequences (Q900940) (← links)
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
• Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
• On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
• Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
• An analogue of the Baum-Katz theorem for weakly dependent random variables (Q1585627) (← links)
• Strong laws of large numbers for pairwise quadrant dependent random variables (Q1640977) (← links)
• Convergence rates in the strong law of large numbers for Hilbert valued dependent variables (Q1764098) (← links)
• On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
• The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences (Q2224964) (← links)
• The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables (Q2307407) (← links)
• Study of almost everywhere convergence of series by mean of martingale methods (Q2360248) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
• A new covariance inequality and applications. (Q2574576) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)
• Convergence controls for MCMC algorithms, with applications to hidden markov chains (Q4949763) (← links)
• Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925) (← links)
• Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms (Q5254881) (← links)
• One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
• Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)
• On Rio's proof of limit theorems for dependent random fields (Q6204185) (← links)