Pages that link to "Item:Q3897764"
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The following pages link to Central Limit Theorems for dependent variables. I (Q3897764):
Displaying 48 items.
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- Change-point problems in nonlinear regression estimation with dependent observations (Q425785) (← links)
- Limit theorems for 2D invasion percolation (Q428135) (← links)
- A bivariate CLT under rho-prime mixing (Q462140) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- A class of asymptotically normal degenerate quasi \(U\)-statistics (Q652605) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Decomposability of high-dimensional diversity measures: quasi-\(U\)-statistics, martingales and nonstandard asymptotics (Q1026349) (← links)
- Some mixing properties of time series models (Q1058250) (← links)
- Central limit theorem for functionals of a linear process (Q1060486) (← links)
- Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
- Invariance principles under weak dependence (Q1082711) (← links)
- Central limit theorems for dependent variables. II (Q1085871) (← links)
- On dominations between measures of dependence (Q1092495) (← links)
- The invariance principle for associated processes (Q1095482) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- On the spectral density and asymptotic normality of weakly dependent random fields (Q1187529) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives (Q1299374) (← links)
- A functional central limit theorem for negatively associated sequence (Q1377175) (← links)
- Frequency polygons for weakly dependent processes (Q1380558) (← links)
- A new weak dependence condition and applications to moment inequalities (Q1613665) (← links)
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds (Q1698763) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments (Q1936595) (← links)
- Variable length Markov chains (Q1970475) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- A vector-valued almost sure invariance principle for Sinai billiards with random scatterers (Q2439682) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Central limit theorem by moments (Q2471240) (← links)
- On the stability of sequential Monte Carlo methods in high dimensions (Q2511554) (← links)
- Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
- A functional central limit theorem for strongly mixing sequences of random variables (Q3223621) (← links)
- A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE (Q3377447) (← links)
- Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
- A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey (Q3768079) (← links)
- On the rate of convergence of recursive kernel estimates of probability densities (Q3822986) (← links)
- Conditions for linear processes to be strong-mixing (Q3917244) (← links)
- The invariance principle for ϕ-mixing sequences (Q3957709) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Normal approximation for quasi-associated random fields (Q5953871) (← links)
- Time Series Approach to the Evolution of Networks: Prediction and Estimation (Q6586896) (← links)
