Pages that link to "Item:Q2460327"
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The following pages link to Strong invariance principles for dependent random variables (Q2460327):
Displaying 22 items.
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- Statistical inference for DNA sequences of promoters: a non-stationary qualitative model (Q5276176) (← links)
- A note on the strong approximation for long memory processes and its application (Q5299494) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- Rates in the strong invariance principle for ergodic automorphisms of the torus (Q5417126) (← links)
- Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors (Q5863652) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- Change point analysis of functional variance function with stationary error (Q6536695) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Deviation inequalities for dependent sequences with applications to strong approximations (Q6570494) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
