Pages that link to "Item:Q1343351"

The following pages link to Estimation of the variance of partial sums for \(\rho\)-mixing random variables (Q1343351):

Displaying 29 items.

• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
• A bivariate CLT under rho-prime mixing (Q462140) (← links)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
• New robust confidence intervals for the mean under dependence (Q826963) (← links)
• The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
• A nonclassical law of the iterated logarithm for functions of positively associated random variables (Q862362) (← links)
• A self-normalized central limit theorem for \(\rho \)-mixing stationary sequences (Q945799) (← links)
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence (Q1082006) (← links)
• Towards a nonparametric test of linearity for times series (Q1299551) (← links)
• On estimation of limiting variance of partial sums of functions of associated random variables (Q1680931) (← links)
• Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables (Q1847631) (← links)
• Estimation of variance of partial sums of an associated sequence of random variables (Q1890704) (← links)
• A note on estimation of variance for \(\rho\)-mixing sequences (Q1914296) (← links)
• On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables (Q1945306) (← links)
• Estimation of the variance for strongly mixing sequences (Q1976454) (← links)
• A self-normalized invariance principle for a \(\phi\)-mixing sequence (Q2259374) (← links)
• Precise rates in complete moment convergence for \(\rho \)-mixing sequences (Q2465166) (← links)
• Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
• (Q4022211) (← links)
• A self-normalized central limit theorem for a ρ-mixing stationary sequence (Q4563490) (← links)
• The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
• A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications (Q5046633) (← links)
• Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
• The weak convergence for functions of negatively associated random variables (Q5947228) (← links)
• Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator (Q6107578) (← links)
• A contagion test with unspecified heteroscedastic errors (Q6558558) (← links)
• Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)
• Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)