The following pages link to (Q3739955):
Displaying 41 items.
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- A local limit theorem for sums of dependent random variables (Q909334) (← links)
- Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
- On some results of M. I. Gordin: A clarification of a misunderstanding (Q1103259) (← links)
- On the spectral density and asymptotic normality of weakly dependent random fields (Q1187529) (← links)
- On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (Q1194593) (← links)
- A central limit theorem for functions of a Markov chain with applications to shifts (Q1198552) (← links)
- Minimal conditions in \(p\)-stable limit theorems (Q1208946) (← links)
- The asymptotics of waiting times between stationary processes, allowing distortion (Q1305418) (← links)
- Self-normalized central limit theorem for sums of weakly dependent random variables (Q1322910) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Central limit theorem for linear processes (Q1356349) (← links)
- A local limit theorem for hidden Markov chains (Q1359775) (← links)
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence (Q1394530) (← links)
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method (Q1408499) (← links)
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
- Testing constancy in monotone response models (Q1623385) (← links)
- Limit theorems and Markov approximations for chaotic dynamical systems (Q1804998) (← links)
- Central limit theorems for additive functionals of Markov chains. (Q1872521) (← links)
- The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
- Multidimensional dependency measures (Q1877012) (← links)
- Martingale approximations for sums of stationary processes. (Q1879842) (← links)
- A trimmed mean of location of an AR\((\infty)\) stationary process (Q1907651) (← links)
- The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
- On the asymptotic normality of sequences of weak dependent random variables (Q1923937) (← links)
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465) (← links)
- Nonparametric multiplicative heteroscedasticity in multi-dimensional regression (Q2398410) (← links)
- Nonparametric statistics of dynamic networks with distinguishable nodes (Q2404165) (← links)
- Precise rates in complete moment convergence for \(\rho \)-mixing sequences (Q2465166) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Another approach to Brownian motion (Q2490061) (← links)
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables (Q4383110) (← links)
- (Q4952330) (← links)
- Asymptotic theory for the detection of mixing in anomalous diffusion (Q5000210) (← links)
- The central limit theorem for ANA sequences and its application to nonparametric regression models (Q5040508) (← links)
- (Q5149227) (← links)
- Multivariate online regression analysis with heterogeneous streaming data (Q6059434) (← links)
- Combining Parametric and Nonparametric Models to Estimate Treatment Effects in Observational Studies (Q6079682) (← links)
