The following pages link to Qiying Wang (Q226006):
Displayed 50 items.
- Self-normalized Cramér type moderate deviations for the maximum of sums (Q358144) (← links)
- Self-normalized limit theorems: a survey (Q391957) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Strong approximations of level exceedences related to multiple hypothesis testing (Q453269) (← links)
- Refined self-normalized large deviations for independent random variables (Q548164) (← links)
- Confidence regions for the intensity function of a cyclic Poisson process (Q625308) (← links)
- Item:Q226006 (redirect page) (← links)
- Berry-Esseen bound for a sample sum from a finite set of independent random variables (Q702393) (← links)
- Limit theorems for self-normalized large deviation (Q850381) (← links)
- Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
- Cramér-type large deviations for samples from a finite population (Q995420) (← links)
- Cram'er type moderate deviations for the maximum of self-normalized sums (Q1039141) (← links)
- On weighted approximations in \(D[0,1]\) with applications to self-normalized partial sum processes (Q1046770) (← links)
- Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771) (← links)
- On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics (Q1272997) (← links)
- On the Marcinkiewicz's theorem of \(U\)-statistics (Q1312938) (← links)
- On the maximal inequality (Q1359703) (← links)
- Bernstein type inequalities for degenerate \(U\)-statistics with applications (Q1387501) (← links)
- Darling-Erdős theorem for self-normalized sums (Q1394523) (← links)
- Strong approximation for long memory processes with applications (Q1397963) (← links)
- Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297) (← links)
- Donsker's theorem for self-normalized partial sums processes (Q1431485) (← links)
- Self-normalized Cramér-type large deviations for independent random variables. (Q1433897) (← links)
- Edgeworth expansion for \(U\)-statistics under minimal conditions. (Q1434017) (← links)
- An exponential nonuniform Berry-Esseen bound for self-normalized sums (Q1577752) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. (Q1879831) (← links)
- Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
- The strong law of \(U\)-statistics with \(\varphi\)-mixing samples (Q1892972) (← links)
- Non-uniform rates of convergence for double arrays of independent random variables with applications (Q1920029) (← links)
- Kolmogorov and Erdős test for self-normalized sums. (Q1962181) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- Edgeworth expansions for a sample sum from a finite set of independent random variables (Q2462016) (← links)
- The Berry-Esséen bound for Studentized statistics (Q2478199) (← links)
- On the self-normalized Cramér-type large deviation (Q2576805) (← links)
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← links)
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS (Q3168870) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
- Structural Nonparametric Cointegrating Regression (Q3402306) (← links)
- (Q3431924) (← links)