The following pages link to (Q4721313):
Displayed 25 items.
- On the reaction time of moving sum detectors (Q433744) (← links)
- Strong approximation of continuous time stochastic processes (Q581920) (← links)
- A note on the almost sure central limit theorem (Q582676) (← links)
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (Q756232) (← links)
- Sharp probability estimates for random walks with barriers (Q839420) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes (Q1044755) (← links)
- Minimal conditions in \(p\)-stable limit theorems (Q1208946) (← links)
- Rate of convergence of stochastic approximation procedures in a Banach space (Q1286311) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- Almost sure invariance principles for mixing sequences of random variables (Q1312302) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- An almost sure invariance principle for stochastic approximation procedures in linear filtering theory (Q1364396) (← links)
- An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- A note on uniform laws of averages for dependent processes (Q1801875) (← links)
- Multidimensional dependency measures (Q1877012) (← links)
- Reliable estimation via simulation (Q1892648) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Localized large sums of random variables (Q2475425) (← links)
- A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (Q2574572) (← links)
- Strong approximations of semimartingales by processes with independent increments (Q2640221) (← links)
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)