Pages that link to "Item:Q1879842"

The following pages link to Martingale approximations for sums of stationary processes. (Q1879842):

Displaying 50 items.

• On the functional CLT for stationary Markov chains started at a point (Q271861) (← links)
• A quenched weak invariance principle (Q405496) (← links)
• On martingale approximation of adapted processes (Q430967) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• An invariance principle for fractional Brownian sheets (Q482790) (← links)
• Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
• On the functional central limit theorem via martingale approximation (Q637109) (← links)
• Almost sure invariance principles via martingale approximation (Q655321) (← links)
• Pointwise ergodic theorems with rate and application to the CLT for Markov chains (Q731730) (← links)
• On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
• A conditional CLT which fails for ergodic components (Q939130) (← links)
• On martingale approximations (Q957521) (← links)
• Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• A new maximal inequality and invariance principle for stationary sequences (Q1775450) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• Strong approximation for \(\rho \)-mixing sequences (Q1934007) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• Martingale approximation and optimality of some conditions for the central limit theorem (Q1960236) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• An invariance principle for non-adapted processes (Q2381993) (← links)
• On the exactness of the Wu-Woodroofe approximation (Q2389226) (← links)
• Remarks on limit theorems for reversible Markov processes and their applications (Q2407066) (← links)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
• A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
• Quenched central limit theorems for sums of stationary processes (Q2446719) (← links)
• On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• A central limit theorem for self-normalized sums of a linear process (Q2462075) (← links)
• On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• Martingale approximations for continuous-time and discrete-time stationary Markov processes (Q2567230) (← links)
• On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
• The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming (Q2833111) (← links)
• Limit theorems for aggregated linear processes (Q2837758) (← links)
• Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains (Q2840338) (← links)
• A limit theorem for quadratic forms and its applications (Q2886972) (← links)
• A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance (Q3067858) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• Central limit theorems for nearly long range dependent subordinated linear processes (Q3299455) (← links)
• Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
• (Q4453305) (← links)
• Invariance principle via orthomartingale approximation (Q4561038) (← links)
• On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance (Q4903044) (← links)
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
• Long‐term prediction intervals with many covariates (Q5095826) (← links)
• The Self-normalized Asymptotic Results for Linear Processes (Q5272940) (← links)