Pages that link to "Item:Q2865792"
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The following pages link to Berry-Esseen bounds for econometric time series (Q2865792):
Displaying 11 items.
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\) (Q2143618) (← links)
- A quantitative version of the theorem on Khintchine's constant (Q2422272) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms (Q3458103) (← links)
- Forward-selected panel data approach for program evaluation (Q6163247) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
