Pages that link to "Item:Q662816"
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The following pages link to A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816):
Displaying 50 items.
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- A moderate deviation for associated random variables (Q287416) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- A new Poisson noise filter based on weights optimization (Q461238) (← links)
- Deviation inequalities for separately Lipschitz functionals of iterated random functions (Q468728) (← links)
- Risks of large portfolios (Q494174) (← links)
- On the rate of convergence in Wasserstein distance of the empirical measure (Q495556) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- General Bernstein-like inequality for additive functionals of Markov chains (Q2042045) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
- Detecting groups in large vector autoregressions (Q2236879) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean (Q2274274) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Tridiagonal random matrix: Gaussian fluctuations and deviations (Q2412517) (← links)
- Covariance selection by thresholding the sample correlation matrix (Q2438493) (← links)
- Large deviation inequalities of Bayesian estimator in nonlinear regression models (Q2694806) (← links)
- Exponential concentration inequalities for additive functionals of Markov chains (Q2786488) (← links)
- Bernstein-type inequality for a class of dependent random matrices (Q2809331) (← links)
- Penalized maximum likelihood estimation for Gaussian hidden Markov models (Q2830198) (← links)
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains (Q2954049) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- Moderate deviations of functional of Markov Processes (Q3451719) (← links)
- Large and moderate deviations for bounded functions of slowly mixing Markov chains (Q4598559) (← links)
- Rates in almost sure invariance principle for quickly mixing dynamical systems (Q4959703) (← links)
- (Q5004044) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
