Pages that link to "Item:Q2288740"
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The following pages link to Functional CLT for nonstationary strongly mixing processes (Q2288740):
Displaying 16 items.
- A quenched weak invariance principle (Q405496) (← links)
- A functional central limit theorem for weakly dependent sequences of random variables (Q791979) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- The functional central limit theorem for strongly mixing processes (Q1316641) (← links)
- On the asymptotic normality of sequences of weak dependent random variables (Q1923937) (← links)
- On the functional central limit theorem for stationary processes (Q1975231) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- The multivariate functional de Jong CLT (Q2089758) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
- A central limit theorem for non-stationary strongly mixing random fields (Q2360646) (← links)
- Local limit theorems and weakly dependent processes (Q2752163) (← links)
- A functional central limit theorem for strongly mixing sequences of random variables (Q3223621) (← links)
- Depth-first search performance in a random digraph with geometric outdegree distribution (Q6130352) (← links)
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)
