A weak convergence result for sequential empirical processes under weak dependence

Link:

https://doi.org/10.1080/17442508.2019.1602132

Autor/in:

Mohr, Maria

Erscheinungsjahr:

2020

Medientyp:

Text

Schlagworte:

Partial Sums
Weak Invariance Principle
Central Limit Theorem
Estimator
Models
Variable Selection
Partial Sums
Weak Invariance Principle
Central Limit Theorem
Estimator
Models
Variable Selection

Lizenz:

info:eu-repo/semantics/restrictedAccess

Quellsystem:

Forschungsinformationssystem der UHH

Interne Metadaten

Quelldatensatz: oai:www.edit.fis.uni-hamburg.de:publications/83b6b517-2a08-4fb7-8bff-2486995ed2ba