Pages that link to "Item:Q1074219"
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The following pages link to On strong invariance principles under dependence assumptions (Q1074219):
Displaying 50 items.
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Retrospective change detection for binary time series models (Q393542) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Strong approximation of continuous time stochastic processes (Q581920) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs (Q705089) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (Q756232) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- A note on the almost sure approximation of weakly dependent random variables (Q1081948) (← links)
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- Limit distributions of directionally reinforced random walks (Q1265472) (← links)
- Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
- Rate of convergence of stochastic approximation procedures in a Banach space (Q1286311) (← links)
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables (Q1356608) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- Approximations for the maximum of a vector-valued stochastic process with drift (Q1882117) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Non-stationary almost sure invariance principle for hyperbolic systems with singularities (Q1990116) (← links)
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- A generalized drop-the-loser rule for multi-treatment clinical trials (Q2370482) (← links)
- Strong invariance principle for dependent multi-indexed random variables (Q2455206) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Properties of higher criticism under strong dependence (Q2477065) (← links)
- Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
- Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Strong invariance principle for singular diffusions. (Q2574548) (← links)
- A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (Q2574572) (← links)
