Pages that link to "Item:Q3961520"

The following pages link to Limit theorems for sums of weakly dependent Banach space valued random variables (Q3961520):

Displaying 32 items.

• Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
• Gaussian approximation of suprema of empirical processes (Q464197) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models (Q619163) (← links)
• An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes (Q1044755) (← links)
• Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
• Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
• The rate of convergence in the central limit theorem for non-stationary dependent random vectors (Q1103945) (← links)
• Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter (Q1201123) (← links)
• Rate of convergence of stochastic approximation procedures in a Banach space (Q1286311) (← links)
• The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables (Q1316605) (← links)
• \(U\)-statistics in Banach spaces (Q1330140) (← links)
• Limit theorems for the union-intersection test (Q1347118) (← links)
• On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables (Q1356608) (← links)
• On the Bernstein-von Mises theorem for the Dirichlet process (Q2044376) (← links)
• Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• On weak invariance principles for partial sums (Q2412501) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• Strong approximations of semimartingales by processes with independent increments (Q2640221) (← links)
• Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
• Weak Invariance Principles for Regression Rank Statistics (Q3155683) (← links)
• A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data (Q3432402) (← links)
• On U-statistics and v. mise? statistics for weakly dependent processes (Q3668575) (← links)
• On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
• Invariance principles for sums of Banach space valued random elements and empirical processes (Q3949739) (← links)
• Detecting Changes in Linear Regressions (Q4763484) (← links)
• Estimating conditional occupation‐time distributions for dependent sequences (Q4883618) (← links)
• Weak convergence of the empirical process of intermittent maps in 𝕃² under long-range dependence (Q5251125) (← links)
• Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)