Weak dependence, models and some applications

DOI10.1007/S00184-008-0216-1zbMath1433.60017OpenAlexW2040319920MaRDI QIDQ745335

Nathanaël Mayo, Lionel Truquet, Paul Doukhan

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0216-1

zbMATH Keywords

functional limit theoremsinvariance principlesrandom fieldsweak dependenceasymptotic properties of estimators

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) General theory of stochastic processes (60G07) Functional limit theorems; invariance principles (60F17)

Related Items (8)

Bahadur representations of M-estimators and their applications in general linear models ⋮ Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ Spectral estimation in the presence of missing data ⋮ Relative stability in strictly stationary random sequences ⋮ On a nonparametric resampling scheme for Markov random fields ⋮ A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields ⋮ Subsampling weakly dependent time series and application to extremes ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

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