Pages that link to "Item:Q5681332"
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The following pages link to Convergence Criteria for Multiparameter Stochastic Processes and Some Applications (Q5681332):
Displaying 50 items.
- Updating of the Gaussian graphical model through targeted penalized estimation (Q108069) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- On the extremal theory of continued fractions (Q270215) (← links)
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- Fractional Brownian sheet and martingale difference random fields (Q308179) (← links)
- A nonconventional invariance principle for random fields (Q354752) (← links)
- Functional limit theorem for solutions to Burgers equation with random initial data (Q355318) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Nonparametric estimation of a log-variance function in scale-space (Q394784) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- An invariance principle for fractional Brownian sheets (Q482790) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- Two-parameter process limits for an infinite-server queue with arrival dependent service times (Q529422) (← links)
- Intensity-based inference for planar point processes (Q581985) (← links)
- Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Log-likelihood ratio test for detecting transient change (Q633048) (← links)
- Testing model assumptions in functional regression models (Q634563) (← links)
- A functional limit theorem for trimmed sums (Q689469) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- On weak convergence of the likelihood ratio process in multi-phase regression models (Q730712) (← links)
- SiZer analysis for the comparison of time series (Q730818) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- The sequential empirical process of a random walk in random scenery (Q737180) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- Weak convergence of two-parameter empirical fields in change-point problems (Q751114) (← links)
- Tightness conditions for a family of measures in a certain space of two- parameter functions of Lipschitz type (Q753984) (← links)
- A metric space of discontinuous functions on the plane (Q756236) (← links)
- Quenched invariance principles for orthomartingale-like sequences (Q785392) (← links)
- A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence (Q866613) (← links)
- Exceptional times and invariance for dynamical random walks (Q877451) (← links)
- Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Theoretical investigation of an exploratory approach for log-density in scale-space (Q900962) (← links)
- Accuracy of state space collapse for earliest-deadline-first queues (Q997940) (← links)
