Pages that link to "Item:Q1001848"

The following pages link to Strong approximation for a class of stationary processes (Q1001848):

Displaying 34 items.

• Optimal portfolios based on weakly dependent data (Q260956) (← links)
• Consistency of kernel density estimators for causal processes (Q476939) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• Simultaneous inference of the mean of functional time series (Q887244) (← links)
• Characterization of almost surely continuous 1-stable random Fourier series and strongly stationary processes (Q919703) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Strong approximation of locally square-integrable martingales (Q1757990) (← links)
• A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields (Q1957166) (← links)
• Strong Gaussian approximation for cumulative processes (Q2145768) (← links)
• On nonparametric inference for spatial regression models under domain expanding and infill asymptotics (Q2273709) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables (Q2335225) (← links)
• A compact LIL for martingales in \(2\)-smooth Banach spaces with applications (Q2345125) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
• Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral (Q2787229) (← links)
• Strong approximations of linear processes (Q2858849) (← links)
• Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
• (Q3330218) (← links)
• Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
• Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
• Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)
• A note on the strong approximation for long memory processes and its application (Q5299494) (← links)
• (Q5399516) (← links)
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
• Strong approximation of Bessel processes (Q6164838) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Correct approximation of stationary distributions (Q6535371) (← links)
• Multivariate strong invariance principles in Markov chain Monte Carlo (Q6597254) (← links)
• Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
• Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)