Pages that link to "Item:Q1245517"
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The following pages link to On mixing and stability of limit theorems (Q1245517):
Displaying 50 items.
- Stable convergence of random sequences with random indices (Q1585966) (← links)
- A multivariate central limit theorem for continuous local martingales (Q1591160) (← links)
- On stable convergence in the central limit theorem (Q1613083) (← links)
- Distributional limits of positive, ergodic stationary processes and infinite ergodic transformations (Q1650123) (← links)
- Stable limit theorems for empirical processes under conditional neighborhood dependence (Q1740523) (← links)
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Convergence results for a normalized triangular array of symmetric random variables (Q1857375) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- Non-linear functionals of the Brownian bridge and some applications. (Q1879521) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- On functional limit theorems for multivariate linear processes with applications to sequential estimation (Q1969133) (← links)
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
- Rate of convergence for polymers in a weak disorder (Q2013077) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- Inference for a two-stage enrichment design (Q2054525) (← links)
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function (Q2070638) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (Q2151984) (← links)
- Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering (Q2174790) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Discrete rough paths and limit theorems (Q2227464) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions (Q2240822) (← links)
- The hiring problem with rank-based strategies (Q2279320) (← links)
- Random norming AIDS analysis of non-linear regression models with sequential informative dose selection (Q2301071) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
- Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
- On high frequency estimation of the frictionless price: the use of observed liquidity variables (Q2405909) (← links)
- A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- Mixing limit theorems for ergodic transformations (Q2471125) (← links)
- Convergence results for multivariate martingales (Q2485840) (← links)
- Conditional convergence to infinitely divisible distributions with finite variance (Q2485849) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
- Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns (Q3014990) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
- Stable convergence of square integrable martingale array (Q3210634) (← links)
- Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
- A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
