AbstractFor a sequence of strictly stationary uniform or strong mixing we estimate the mean residual time of the marginal distribution from the first n observations. Under appropriate conditions it is shown that the estimate converges weakly to a well-defined Gaussian process even when the sample size is random
In this article, we show that a general class of weakly stationary time series can be modeled applyi...
AbstractLet (Xj, j ≥ 1) be a strictly stationary sequence of uniformly mixing random variables with ...
© 2014, Pleiades Publishing, Ltd. A new condition for a weak dependence of random variables is deter...
For a sequence of strictly stationary uniform or strong mixing we estimate the mean residual time of...
AbstractFor a sequence of strictly stationary uniform or strong mixing we estimate the mean residual...
AbstractCharacterization theorems are obtained for the possible limits in distribution of a family o...
A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing ran...
AbstractIn 1974, Sen proved weak convergence of the empirical processes (in the J1-topology on Dp[0,...
The weak convergences of U- and V-statistics were established by Yoshihara (1976, Z. Warsch. Verw. G...
In this paper, some limit properties for mixing random variables sequences were studied and some res...
International audienceWe prove an invariance principle for non-stationary random processes and estab...
In this thesis we study the estimation of speed of convergence of Markov chains to their stacionary ...
142 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.In Chapter I we improve upon ...
Mathematical Subject Classification (2000): 60F17, 37E05. In this paper, we obtain precise rates of ...
A convergence theorem of Billingsley for the empirical process of stationary, real valued radom vari...
In this article, we show that a general class of weakly stationary time series can be modeled applyi...
AbstractLet (Xj, j ≥ 1) be a strictly stationary sequence of uniformly mixing random variables with ...
© 2014, Pleiades Publishing, Ltd. A new condition for a weak dependence of random variables is deter...
For a sequence of strictly stationary uniform or strong mixing we estimate the mean residual time of...
AbstractFor a sequence of strictly stationary uniform or strong mixing we estimate the mean residual...
AbstractCharacterization theorems are obtained for the possible limits in distribution of a family o...
A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing ran...
AbstractIn 1974, Sen proved weak convergence of the empirical processes (in the J1-topology on Dp[0,...
The weak convergences of U- and V-statistics were established by Yoshihara (1976, Z. Warsch. Verw. G...
In this paper, some limit properties for mixing random variables sequences were studied and some res...
International audienceWe prove an invariance principle for non-stationary random processes and estab...
In this thesis we study the estimation of speed of convergence of Markov chains to their stacionary ...
142 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.In Chapter I we improve upon ...
Mathematical Subject Classification (2000): 60F17, 37E05. In this paper, we obtain precise rates of ...
A convergence theorem of Billingsley for the empirical process of stationary, real valued radom vari...
In this article, we show that a general class of weakly stationary time series can be modeled applyi...
AbstractLet (Xj, j ≥ 1) be a strictly stationary sequence of uniformly mixing random variables with ...
© 2014, Pleiades Publishing, Ltd. A new condition for a weak dependence of random variables is deter...
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