The following pages link to (Q5624460):
Displaying 50 items.
- GMM estimation with cross sectional dependence (Q113633) (← links)
- The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- \(L^r\) convergence for \(B\)-valued random elements (Q270313) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- A moderate deviation for associated random variables (Q287416) (← links)
- Berry-Esseen type estimates for nonconventional sums (Q288843) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Asymptotic and structural properties of special cases of the Wright function arising in probability theory (Q317151) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Positive definite metric spaces (Q369652) (← links)
- Last passage percolation and traveling fronts (Q369673) (← links)
- An oracle inequality for regularized risk minimizers with strongly mixing observations (Q373424) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Predicting binary outcomes (Q386939) (← links)
- Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
- Variational approach for spatial point process intensity estimation (Q395994) (← links)
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric (Q424528) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- Limit theorems for 2D invasion percolation (Q428135) (← links)
- Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation (Q431520) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- Complete characterization of convergence to equilibrium for an inelastic Kac model (Q438836) (← links)
- Invariance principles for Galton-Watson trees conditioned on the number of leaves (Q444351) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- The central limit theorem in Lipschitz domains (Q461407) (← links)
- A bivariate CLT under rho-prime mixing (Q462140) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- Recurrence and transience criteria for two cases of stable-like Markov chains (Q471514) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- Quantitative stochastic homogenization of elliptic equations in nondivergence form (Q481822) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- A nonconventional local limit theorem (Q501827) (← links)
- Local time and first return time for periodic semi-flows (Q502978) (← links)
- Median-based estimation of the intensity of a spatial point process (Q520559) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- How random is a random vector? (Q528246) (← links)
