The following pages link to (Q3266686):
Displaying 32 items.
- Bernstein-type inequality for weakly dependent sequence and its applications (Q365159) (← links)
- On the asymptotic normality of frequency polygons for strongly mixing spatial processes (Q376706) (← links)
- A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle (Q404595) (← links)
- Instants of small amplitude of Brownian motion and application to the Kubilius model (Q485541) (← links)
- Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
- On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications (Q607999) (← links)
- A note on the inverse moments for nonnegative \(\rho\)-mixing random variables (Q659493) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- A conversation with Murray Rosenblatt (Q900478) (← links)
- Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion (Q1016103) (← links)
- Central limit theorem for weakly dependent variables (Q1103260) (← links)
- Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence (Q1423956) (← links)
- Terminal-dependent statistical inference for the FBSDEs models (Q1718198) (← links)
- Perturbation vectors (Q1818822) (← links)
- Almost sure versions of distributional limit theorems for certain order statistics. (Q1871244) (← links)
- Strong approximation for \(\rho \)-mixing sequences (Q1934007) (← links)
- Breaking a chain of interacting Brownian particles (Q2075322) (← links)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (Q2155521) (← links)
- A covariance formula for topological events of smooth Gaussian fields (Q2212611) (← links)
- Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces (Q2235966) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Variable prioritization in nonlinear black box methods: a genetic association case study (Q2318669) (← links)
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors (Q2359159) (← links)
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph (Q2412763) (← links)
- Precise rates in complete moment convergence for \(\rho \)-mixing sequences (Q2465166) (← links)
- Upper-lower class tests and frequency results along subsequences (Q2485847) (← links)
- On the intersection between the trajectories of a normal stationary stochastic process and a high level (Q2523657) (← links)
- Infinite Hankel matrices and generalized Caratheodory-Fejer and Riesz problems (Q2532722) (← links)
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences (Q2581241) (← links)
- Two-step estimation for inhomogeneous spatial point processes (Q2920263) (← links)
- Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
- Decomposition of Gaussian processes, and factorization of positive definite kernels (Q5106675) (← links)
