The following pages link to Tian-Xiao Pang (Q409886):
Displayed 37 items.
- A result on the almost sure convergence for the \(R/S\) statistic (Q409888) (← links)
- An almost sure central limit theorem for self-normalized partial sums (Q623217) (← links)
- (Q724428) (redirect page) (← links)
- Asymptotically efficient parameter estimation for ordinary differential equations (Q724430) (← links)
- Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables (Q860604) (← links)
- Asymptotics for self-normalized random products of sums of i.i.d. random variables (Q996910) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- (Q1407819) (redirect page) (← links)
- A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables. (Q1407820) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- Precise asymptotics in the law of the iterated logarithm for statistic (Q2258710) (← links)
- Precise rates in the law of logarithm for i.i.d. random variables (Q2387340) (← links)
- Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
- Precise asymptotics in the self-normalized law of the iterated logarithm (Q2470516) (← links)
- Precise asymptotics in the law of the logarithm for the rescaled range statistic (Q2512580) (← links)
- Functional limit theorems for the infinite series of OU processes in Hölder norm (Q2519638) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- A Self-Normalized Central Limit Theorem for Markov Random Walks (Q2898915) (← links)
- ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
- On the Rates of the Chung-Type Law of Logarithm (Q3087758) (← links)
- ON THE RATES OF THE ALMOST SURE CONVERGENCE FOR SELF-NORMALIZED LAW OF THE ITERATED LOGARITHM (Q3104009) (← links)
- (Q3385148) (← links)
- A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS (Q3431361) (← links)
- (Q3609469) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
- Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
- A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables (Q5440004) (← links)
- (Q5456447) (← links)
- An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables (Q5739164) (← links)
- Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models (Q6429470) (← links)