The following pages link to (Q3948379):
Displaying 16 items.
- Weak convergence for weighted empirical processes of dependent sequences (Q674522) (← links)
- A general moment inequality for the maximum of the rectangular partial sums of multiple series (Q1055083) (← links)
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions (Q1177215) (← links)
- Exponential inequalities for dependent random variables (Q1178651) (← links)
- Rosenthal type inequalities for \(B\)-valued strong mixing random fields and their applications (Q1267233) (← links)
- Almost sure invariance principles for mixing sequences of random variables (Q1312302) (← links)
- Binary digit representation of moments for maximum partial sums of random variables and applications (Q1428894) (← links)
- Strong approximation for the general Kesten-Spitzer random walk in independent random scenery (Q1609673) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- On moduli of continuity for local times of Gaussian processes (Q1899252) (← links)
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730) (← links)
- Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
