The following pages link to Herold G. Dehling (Q731944):
Displaying 50 items.
- Robust nonparametric tests for the two-sample location problem (Q76073) (← links)
- (Q396008) (redirect page) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- (Q523442) (redirect page) (← links)
- Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (Q523443) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- (Q588600) (redirect page) (← links)
- On integrability in the LIL for degenerate \(U\)-statistics (Q678084) (← links)
- Some limit theorems in log density (Q688069) (← links)
- Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations (Q731945) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains (Q743520) (← links)
- Bahadur-Kiefer theorems for the product-limit process (Q749103) (← links)
- Some extensions of the LIL via self-normalizations (Q756248) (← links)
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
- Summen unabhängiger Zufallsvariablen, die durch die Maximalterme dominiert werden. (Sums of independent random variables which are dominated by maximal terms) (Q808086) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- The empirical process of some long-range dependent sequences with an application to U-statistics (Q910810) (← links)
- Large deviations for some weakly dependent random processes (Q913359) (← links)
- Parking on a random tree (Q960168) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics (Q1062339) (← links)
- Central limit theorems for mixing sequences of random variables under minimal conditions (Q1083752) (← links)
- An invariance principle for weakly associated random vectors (Q1087220) (← links)
- The almost sure invariance principle for the empirical process of U- statistic structure (Q1089674) (← links)
- (Q1113181) (redirect page) (← links)
- Almost sure and weak invariance principles for random variables attracted by a stable law (Q1113182) (← links)
- A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors (Q1116168) (← links)
- The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences (Q1116528) (← links)
- The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals (Q1120894) (← links)
- Rates of clustering in FLIL for weighted partial sum processes (Q1126105) (← links)
- Almost sure invariance principles for weakly dependent vector-valued random variables (Q1165511) (← links)
- Bivariate symmetric statistics of long-range dependent observations (Q1176759) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Acknowledgement of priority: Large deviations for some weakly dependent random processes (Q1186031) (← links)
- Parameter estimation of spatial AR model (Q1192392) (← links)
- Nonparametric function estimation involving time series (Q1192959) (← links)
- Continuous functions whose level sets are orthogonal to all polynomials of a given degree (Q1207366) (← links)
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656) (← links)
- Complete convergence of triangular arrays and the law of the iterated logarithm for U-statistics (Q1263162) (← links)
- Approximation orders in the conditional central limit theorem for weakly dependent random variables (Q1281604) (← links)
- Long- and short-range dependent sequences under exponential subordination (Q1293832) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- Estimation of spatial AR models (Q1314949) (← links)
- The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables (Q1316605) (← links)
- Finite-state, stationary, \(\varphi\)-mixing processes which are not very weak Bernoulli with rate \(O(1/n)\) (Q1318335) (← links)
- Gaussian chaos and functional laws of the iterated logarithm for Itô- Wiener integrals (Q1322920) (← links)
- On the almost sure (a.s.) central limit theorem for random variables with infinite variance (Q1332409) (← links)
- Random quadratic forms and the bootstrap for \(U\)-statistics (Q1340302) (← links)
