Pages that link to "Item:Q5657428"

The following pages link to Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition (Q5657428):

Displaying 17 items.

• Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
• Invariance principle for functions of stationarily connected Gaussian variables (Q788390) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Strong convergence rate of estimators of change point and its application (Q961223) (← links)
• Invariance principles under a two-part mixing assumption (Q1086909) (← links)
• Invariance principle for certain classes of random fields (Q1139878) (← links)
• Exponential inequalities for dependent random variables (Q1178651) (← links)
• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (Q1194593) (← links)
• Limit theorems for non-hyperbolic automorphisms of the torus (Q1288489) (← links)
• Self-normalized central limit theorem for sums of weakly dependent random variables (Q1322910) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)
• Limit theorems and Markov approximations for chaotic dynamical systems (Q1804998) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• A functional central limit theorem for strongly mixing sequences of random variables (Q3223621) (← links)