Pages that link to "Item:Q556552"

The following pages link to A statistical version of the central limit theorem for vector-valued random fields. (Q556552):

Displaying 8 items.

• Parametric estimation in autoregressive processes under quasi-associated random errors (Q282729) (← links)
• Central limit theorems for the excursion set volumes of weakly dependent random fields (Q408088) (← links)
• Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
• Central limit theorem for positively associated stationary random fields (Q1759507) (← links)
• Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
• On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions (Q2441057) (← links)
• Asymptotic Normality of Local Averaging Estimates for Weakly Dependent Random Fields (Q2944452) (← links)
• Randomized limit theorems for stationary ergodic random processes and fields (Q6570497) (← links)