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6 ta ish

Ish: 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

    MaqolaFinancial Risk and Volatility ModelingJournal of nonparametric statistics20123 iqtibos
    ABI

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

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

    MaqolaStatistical Methods and InferenceStatistics & Probability Letters20121 iqtibos
    ABI

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

    Olimjon Sh. Sharipov, Martin Wendler

    PreprintFinancial Risk and Volatility ModelingarXiv (Cornell University)20090 iqtibos
    ABI

  4. Bootstrap for U-Statistics: A new approach

    Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler

    PreprintStatistical Methods and InferencearXiv (Cornell University)20150 iqtibos
    ABI

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

    Sh. Olimjon Sharipov, Johannes Tewes, Martin Wendler

    MaqolaFinancial Risk and Volatility ModelingJournal of nonparametric statistics20160 iqtibos
    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

    MaqolaProbability and Risk ModelsStatistics & Probability Letters20260 iqtibos
    ABI