Pages that link to "Item:Q1068442"

The following pages link to On the central limit question under absolute regularity (Q1068442):

Displaying 22 items.

• A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle (Q404595) (← links)
• Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)
• On the central limit theorem for \(\rho\)-mixing sequences of random variables (Q1099482) (← links)
• On some results of M. I. Gordin: A clarification of a misunderstanding (Q1103259) (← links)
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (Q1105898) (← links)
• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (Q1194593) (← links)
• Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
• Some examples of mixing random fields (Q1316345) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• Limit theorems and Markov approximations for chaotic dynamical systems (Q1804998) (← links)
• About the Berry-Esseen theorem for weakly dependent sequences (Q1908547) (← links)
• On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables (Q1963969) (← links)
• A central-limit-theorem version of the periodic Little's law (Q2326228) (← links)
• VARIANCE BOUNDING MARKOV CHAINS, L₂-UNIFORM MEAN ERGODICITY AND THE CLT (Q3083431) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• (Q5149227) (← links)
• CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
• A regeneration proof of the central limit theorem for uniformly ergodic Markov chains (Q5900353) (← links)
• The consistency of LSE estimators in partial linear regression models under mixing random errors (Q6541368) (← links)