The following pages link to (Q4791730):
Displayed 16 items.
- A functional central limit theorem for empirical processes under a strong mixing condition (Q438672) (← links)
- Empirical process of long memory Gaussian subordinated random fields. (Q817922) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
- Sequential complexities and uniform martingale laws of large numbers (Q2257118) (← links)
- Distribution of levels in high-dimensional random landscapes (Q2428053) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences (Q2497191) (← links)
- On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
- A Hoeffding-type inequality for ergodic time series (Q2641419) (← links)
- On weak convergence of random fields (Q5901995) (← links)