Pages that link to "Item:Q5952039"
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The following pages link to A stationary rho-mixing Markov chain which is not ``interlaced'' rho-mixing (Q5952039):
Displaying 12 items.
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
- On mixing properties of some INAR models (Q503989) (← links)
- On \(\rho\)-mixing except on small sets (Q809469) (← links)
- Some remarks on a mixing condition (Q1278025) (← links)
- On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables (Q1945306) (← links)
- Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing'' (Q1965896) (← links)
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
- On mixing properties of reversible Markov chains (Q2790216) (← links)
- On permutations of Hardy-Littlewood-Pólya sequences (Q3103839) (← links)
- The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
- A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications (Q5046633) (← links)
- On Berry-Esséen bound of frequency polygon estimation under \(\rho\)-mixing samples (Q6667538) (← links)
