Self-normalized Cramér-type moderate deviations under dependence (Q309727): Difference between revisions

@@ Property / author @@
-Xiaohong Chen
@@ Property / author: Xiaohong Chen / rank @@
-Normal rank
@@ Property / author @@
-Qui-Man Shao
@@ Property / author: Qui-Man Shao / rank @@
-Normal rank
@@ Property / author @@
-Wei-Biao Wu
@@ Property / author: Wei-Biao Wu / rank @@
-Normal rank
@@ Property / author @@
+Xiaohong Chen
@@ Property / author: Xiaohong Chen / rank @@
+Normal rank
@@ Property / author @@
+Qui-Man Shao
@@ Property / author: Qui-Man Shao / rank @@
+Normal rank
@@ Property / author @@
+Wei-Biao Wu
@@ Property / author: Wei-Biao Wu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6624588
@@ Property / zbMATH DE Number: 6624588 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cramér-type moderate deviation
@@ Property / zbMATH Keywords: Cramér-type moderate deviation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+absolutely regular
@@ Property / zbMATH Keywords: absolutely regular / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+functional dependence measures
@@ Property / zbMATH Keywords: functional dependence measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ultra-high dimensional time series
@@ Property / zbMATH Keywords: ultra-high dimensional time series / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3642
@@ Property / arXiv ID: 1409.3642 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Copulas and Temporal Dependence
@@ Property / cites work: Copulas and Temporal Dependence / rank @@
+Normal rank
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+Convergence rates in the strong law for bounded mixing sequences
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+Exponential inequalities for self-normalized martingales with applications
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+Q5293980
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+Normal rank
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+Bootstraps for time series
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+High dimensional generalized empirical likelihood for moment restrictions with dependent data
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+Self-normalized Cramér-type moderate deviations under dependence
+Normal rank
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+Functional-Coefficient Autoregressive Models
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Nonlinearity and temporal dependence
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+Efficient estimation of copula-based semiparametric Markov models
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+Weak dependence. With examples and applications.
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+Self-Normalized Processes
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+Consistency of the maximum likelihood estimator for general hidden Markov models
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+Weakly dependent chains with infinite memory
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+To How Many Simultaneous Hypothesis Tests Can Normal, Student's<i>t</i>or Bootstrap Calibration Be Applied?
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+Nonlinear time series. Nonparametric and parametric methods
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+Self-normalized Cramér-type large deviations for independent random variables.
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+A remark on self-normalization for dependent random variables
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+Resampling methods for dependent data
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+Tail behavior and OLS estimation in AR-GARCH models
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+A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
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+Self-normalized Cramér type moderate deviations for the maximum of sums
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
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+Markov chains and stochastic stability
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+Some mixing properties of time series models
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+Subsampling
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+Q3983592
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+Self-normalized limit theorems: a survey
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+Weak convergence for weighted empirical processes of dependent sequences
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+Q3999154
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+Asymptotic Statistics
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+Q3600738
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+Nonlinear system theory: Another look at dependence
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+Asymptotic theory for stationary processes
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+Limit theorems for iterated random functions
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@@ links / mardi / name / links / mardi / name @@
+Publication:309727