Pages that link to "Item:Q3957709"
From MaRDI portal
The following pages link to The invariance principle for ϕ-mixing sequences (Q3957709):
Displaying 27 items.
- A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle (Q404595) (← links)
- On complete convergence for weighted sums of \(\varphi \)-mixing random variables (Q607959) (← links)
- On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences (Q749008) (← links)
- A functional central limit theorem for \(\rho\) -mixing sequences (Q799020) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- Moment inequality for \(\varphi \)-mixing sequences and its applications (Q962428) (← links)
- On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits (Q1077077) (← links)
- The invariance principle for associated processes (Q1095482) (← links)
- Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables (Q1611093) (← links)
- A limit theorem for stationary \(\varphi{}\)-mixing sequences (Q1812551) (← links)
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications (Q2235908) (← links)
- The asymptotic properties of the estimators in a semiparametric regression model (Q2338234) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables (Q2921826) (← links)
- The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes (Q2931571) (← links)
- Exponential inequalities for sums of unbounded <font>ϕ</font>-mixing sequence and their applications (Q2980077) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159) (← links)
- A functional central limit theorem for strongly mixing sequences of random variables (Q3223621) (← links)
- Invariance principles in probability for stable processes generated by a class of dependent sequences (Q3782523) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
- The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples (Q5079266) (← links)
- A note on the asymptotic properties of the estimators in a semiparametric regression model (Q5082818) (← links)
- An invariance principle for dependent random variables (Q5905373) (← links)
- Predictive inference for travel time on transportation networks (Q6138601) (← links)