Pages that link to "Item:Q2561425"

The following pages link to A central limit theorem for m-dependent random variables with unbounded m (Q2561425):

Displaying 42 items.

• Correlation, partitioning and the probability of casting a decisive vote under the majority rule (Q298362) (← links)
• Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
• Measuring the roughness of random paths by increment ratios (Q453302) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← 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)
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
• Central limit theorems for sequences with \(m(n)\)-dependent main part (Q1200624) (← links)
• Central limit theorem for m-dependent random field in schemes related to series schemes (Q1233261) (← links)
• Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
• On a lower bound of the rate of convergence in the central limit theorem for \(m\)-dependent random variables (Q1386206) (← links)
• Central limit theorem for dependent multidimensionally indexed random variables. (Q1423214) (← links)
• Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables (Q1687208) (← links)
• Consistent estimation of complete neuronal connectivity in large neuronal populations using sparse ``shotgun'' neuronal activity sampling (Q1705032) (← links)
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
• On the global central limit theorem for \(M\)-dependent random variables (Q1901202) (← links)
• Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
• Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments (Q1936595) (← links)
• Estimation of the tail index in the max-aggregation scheme (Q1943761) (← links)
• A note on the central limit theorems for dependent random variables (Q1952665) (← links)
• A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) (Q1974074) (← links)
• Weighted dependency graphs (Q1990226) (← links)
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes (Q2015059) (← links)
• Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
• Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths (Q2108894) (← links)
• Testing high-dimensional nonparametric Behrens-Fisher problem (Q2165449) (← links)
• On the estimation and application of max-stable processes (Q2266884) (← links)
• On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
• Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
• The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries (Q2832658) (← links)
• Efficiency of iterated WLS in the linear model with completely unknown heteroskedasticity (Q3142169) (← links)
• A method for the derivation of limit theorems for sums of m-dependent random variables (Q3954584) (← links)
• Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500) (← links)
• SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
• Variance estimation and sequential stopping in steady-state simulations using linear regression (Q5176917) (← links)
• Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields (Q5298847) (← links)
• On some approximations for sums of \(m\)-dependent random variables (Q6115844) (← links)
• Quantitative bounds in the central limit theorem for \(m\)-dependent random variables (Q6564531) (← links)
• Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)