Pages that link to "Item:Q1974074"

The following pages link to A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) (Q1974074):

Displaying 34 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
• Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• On random trees obtained from permutation graphs (Q738839) (← links)
• On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables (Q779820) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• Asymptotic theory for curve-crossing analysis (Q886113) (← links)
• On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
• On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
• On an asymptotic distribution of dependent random variables on a 3-dimensional lattice (Q973188) (← links)
• A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\) (Q1014844) (← links)
• An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
• Equivalent conditions of complete moment and integral convergence for a class of dependent random variables (Q1742924) (← links)
• Estimation of the tail index in the max-aggregation scheme (Q1943761) (← links)
• On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables (Q2023897) (← links)
• On a new class of continuous indices of inequality (Q2108758) (← links)
• Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths (Q2108894) (← links)
• Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables (Q2124686) (← links)
• Testing high-dimensional nonparametric Behrens-Fisher problem (Q2165449) (← links)
• Nonparametric tests for conditional independence in two-way contingency tables (Q2267580) (← links)
• Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
• Detecting abrupt changes in a piecewise locally stationary time series (Q2482613) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
• The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
• Managing Supply in the On-Demand Economy: Flexible Workers, Full-Time Employees, or Both? (Q3387966) (← links)
• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS (Q5050860) (← links)
• Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m (Q5078402) (← links)
• On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
• Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields (Q5298847) (← links)
• On some approximations for sums of \(m\)-dependent random variables (Q6115844) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
• Strong laws of large numbers for double arrays of blockwise \(M\)-dependent random sets (Q6159693) (← links)
• Population interference in panel experiments (Q6193019) (← links)