Pages that link to "Item:Q5916108"
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The following pages link to A central limit theorem for stationary random fields (Q5916108):
Displaying 39 items.
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
- An invariance principle for fractional Brownian sheets (Q482790) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- An invariance principle for stationary random fields under Hannan's condition (Q744231) (← links)
- Quenched invariance principles for orthomartingale-like sequences (Q785392) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Central limit theorem for Fourier transform and periodogram of random fields (Q1715539) (← links)
- On the normal approximation for random fields via martingale methods (Q1743345) (← links)
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
- Martingale approximations for random fields (Q1748583) (← links)
- Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields (Q2080279) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- On the quenched central limit theorem for stationary random fields under projective criteria (Q2209326) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics (Q2273709) (← links)
- A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) (Q2274304) (← links)
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data (Q2301049) (← links)
- Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method (Q2322619) (← links)
- Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields (Q2326536) (← links)
- Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
- Erratum to: ``An invariance principle for stationary random fields under Hannan's condition'' (Q2359714) (← links)
- Invariance principles for self-similar set-indexed random fields (Q3190936) (← links)
- Martingale-coboundary representation for stationary random fields (Q4598556) (← links)
- Central limit theorem for mean and variogram estimators in Lévy–based models (Q4968519) (← links)
- A local limit theorem for linear random fields (Q5012861) (← links)
- On the weak invariance principle for non-adapted stationary random fields under projective criteria (Q5038444) (← links)
- Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
- Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields (Q5086905) (← links)
- Central limit theorems for long range dependent spatial linear processes (Q5963504) (← links)
- A central limit theorem for fields of martingale differences (Q5965101) (← links)
- Principal Component Analysis of Spatially Indexed Functions (Q6044633) (← links)
- Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
- (Q6146362) (← links)
- Asymptotic spectral theory for spatial data (Q6170742) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)