Pages that link to "Item:Q5644851"

The following pages link to The Hartman-Wintner Law of the Iterated Logarithm for Martingales (Q5644851):

Displaying 34 items.

• Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
• Kolmogorov's law of the iterated logarithm for noncommutative martingales (Q500810) (← links)
• Biharmonic functions on groups and limit theorems for quasimorphisms along random walks (Q625330) (← links)
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
• The maximum of the periodogram (Q1053404) (← links)
• Invariance principles for martingales and sums of independent random variables (Q1081196) (← links)
• A law of the iterated logarithm for geometrically weighted martingale difference sequences (Q1322913) (← links)
• A law of the iterated logarithm for processes with independent increments (Q1327823) (← links)
• A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
• On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes (Q1904552) (← links)
• Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (Q1962221) (← links)
• Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
• Time-uniform, nonparametric, nonasymptotic confidence sequences (Q2039804) (← links)
• On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
• Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
• Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
• The estimation of frequency in the multichannel sinusoidal model (Q2293395) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes (Q2389232) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Law of the iterated logarithm for stationary processes (Q2468423) (← links)
• The law of the iterated logarithm for additive functionals of Markov chains (Q2474516) (← links)
• Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
• Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
• Strongly consistent model selection for general causal time series (Q2657997) (← links)
• On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations (Q2671656) (← links)
• POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES (Q3083434) (← links)
• REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)
• Laws of iterated logarithm for state variables with applications (Q3814491) (← links)
• A converse to the log-log law for Martingales (Q4778114) (← links)
• A remark on the log-log law (Q5656152) (← links)
• A law of the iterated logarithm for martingales (Q5966807) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
• On consistency for time series model selection (Q6166021) (← links)