Pages that link to "Item:Q1058228"
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The following pages link to Weak convergence of partial sums of absolutely regular sequences (Q1058228):
Displaying 26 items.
- Variance of partial sums of stationary sequences (Q378818) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On the central limit question under absolute regularity (Q1068442) (← links)
- Convergence of a sequence of weakly regular set functions (Q1277424) (← links)
- Decrease rate of the probabilities of \(\varepsilon\)-deviations for the means of stationary processes (Q1290808) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- A note on uniform laws of averages for dependent processes (Q1801875) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) (← links)
- On the central limit theorem for \(U\)-statistics under absolute regularity (Q1903169) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- Generalization bounds for non-stationary mixing processes (Q2360972) (← links)
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
- (Q3132124) (← links)
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)