Pages that link to "Item:Q3377447"

The following pages link to A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE (Q3377447):

Displaying 11 items.

• Higher-order properties of approximate estimators (Q524814) (← links)
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
• Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
• Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
• Composite Quantile Periodogram for Spectral Analysis (Q2789389) (← links)
• The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)