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6 та иш

Иш: Moment bounds for stationary mixing sequences

  1. Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes

    Olimjon Sh. Sharipov, Martin Wendler

    МақолаFinancial Risk and Volatility ModelingJournal of nonparametric statistics20123 иқтибос
    ABI

  2. Estimation of the variance of partial sums of dependent processes

    Herold Dehling, Roland Fried, Olimjon Sh. Sharipov +2

    МақолаStatistical Methods and InferenceStatistics & Probability Letters20121 иқтибос
    ABI

  3. Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes

    Olimjon Sh. Sharipov, Martin Wendler

    ПрепринтFinancial Risk and Volatility ModelingarXiv (Cornell University)20090 иқтибос
    ABI

  4. Bootstrap for U-Statistics: A new approach

    Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler

    ПрепринтStatistical Methods and InferencearXiv (Cornell University)20150 иқтибос
    ABI

  5. Bootstrap for<i>U</i>-statistics: a new approach

    Sh. Olimjon Sharipov, Johannes Tewes, Martin Wendler

    МақолаFinancial Risk and Volatility ModelingJournal of nonparametric statistics20160 иқтибос
    ABI

  6. Central limit theorem and invariance principle for triangular arrays of weakly dependent random variables with values in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e22"> <mml:mrow> <mml:msub> <mml:mrow> <mml:mi>L</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>p</mml:mi> </mml:mrow> </mml:msub> <mml:mrow> <mml:mo>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mo>]</mml:mo> </mml:mrow> </mml:mrow> </mml:math>

    Ibrohim Muxtorov, O Sharipov

    МақолаProbability and Risk ModelsStatistics & Probability Letters20260 иқтибос
    ABI