Pages that link to "Item:Q653310"

The following pages link to Split invariance principles for stationary processes (Q653310):

Displaying 15 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
• Monitoring the intraday volatility pattern (Q1695559) (← links)
• A note on strong-consistency of componentwise ARH(1) predictors (Q1726790) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Dependent functional data (Q1952694) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
• KPSS test for functional time series (Q2953440) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971361) (← links)
• BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)