Basic properties of strong mixing conditions. A survey and some open questions

From MaRDI portal
Revision as of 20:05, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:980738

DOI10.1214/154957805100000104zbMath1189.60077arXivmath/0511078OpenAlexW2100967164WikidataQ56070035 ScholiaQ56070035MaRDI QIDQ980738

Richard C. jun. Bradley

Publication date: 29 June 2010

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511078




Related Items (only showing first 100 items - show all)

Greedy algorithms for predictionNoise contrastive estimation: asymptotic properties, formal comparison with MC-MLENonparametric regression with warped wavelets and strong mixing processesExtremal clustering in non-stationary random sequencesPrediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternativeCompound Poisson INAR(1) processes: stochastic properties and testing for overdispersionOn empirical estimation of mode based on weakly dependent samplesAsymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applicationsA temporal central limit theorem for real-valued cocycles over rotationsIdentifying the spectral representation of Hilbertian time seriesLarge jumps of \(q\)-Ornstein-Uhlenbeck processesChunked-and-averaged estimators for vector parametersA varying-coefficient panel data model with fixed effects: theory and an application to US commercial banksAlmost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noisePartial sums of biased random multiplicative functionsA modified functional delta method and its application to the estimation of risk functionalsOn the asymptotic normality of frequency polygons for strongly mixing spatial processesAsymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processesSome distribution results of the Oppenheim continued fractionsKernel estimation for time series: an asymptotic theoryOrthogonal series estimates on strong spatial mixing dataConditional estimation for dependent functional dataPotential well spectrum and hitting time in renewal processesErgodic properties of generalized Ornstein-Uhlenbeck processesExtremal behavior of pMAX processesOn Marcinkiewicz-Zygmund lawsA general result on almost sure central limit theorem for self-normalized sums for mixing sequencesFrequency polygon estimation of density function for dependent samplesDynamic uniqueness for stochastic chains with unbounded memoryEstimation of the transition density of a Markov chainAbrupt change in mean using block bootstrap and avoiding variance estimationA definition of qualitative robustness for general point estimators, and examplesEstimating beta-mixing coefficients via histogramsTwo-parameter process limits for infinite-server queues with dependent service times via chaining boundsLimit theorems for stationary Markov processes with \(L^{2}\)-spectral gapComputing and estimating information matrices of weak ARMA modelsAutoregressive process modeling via the Lasso procedureAdjustment coefficient for risk processes in some dependent contextsParametric estimation from approximate data: non-Gaussian diffusionsBoundary behavior in high dimension, low sample size asymptotics of PCAConsistent estimation of complete neuronal connectivity in large neuronal populations using sparse ``shotgun neuronal activity samplingDeriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processesCopula-based semiparametric models for multivariate time seriesOn the shortest distance between orbits and the longest common substring problemStructural changes and unit roots in non-stationary time seriesA local limit theorem for a transient chaotic walk in a frozen environmentRegularized least-squares regression: learning from a sequenceStrong mixing properties of max-infinitely divisible random fieldsExtreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimizationClassification with non-i.i.d. samplingOn \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variablesA normal inverse Gaussian model for a risky asset with dependenceSensitivity of risk measures with respect to the normal approximation of total claim distributionsNonparametric link prediction in large scale dynamic networksA bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functionsA semiparametric single index model with heterogeneous impacts on an unobserved variableVariance bounding Markov chainsLocal linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motionsComments on ``Unbiased estimates for moments and cumulants in linear regressionExtreme value copula estimation based on block maxima of a multivariate stationary time seriesNonparametric specification tests for stochastic volatility models based on volatility densityA Poisson INAR(1) model with serially dependent innovationsOn the spectral density of stationary processes and random fieldsQualitative robustness of estimators on stochastic processesIntermittency of superpositions of Ornstein-Uhlenbeck type processesAn exponential inequality for U-statistics under mixing conditionsUnsupervised slow subspace-learning from stationary processesA large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression modelWeak convergence of multivariate partial maxima processesOptimal placement in a limit order book: an analytical approachConjugate processes: theory and application to risk forecastingNonparametric density estimation for spatial data with waveletsConstructing processes with prescribed mixing coefficientsLearning from dependent observationsWeak convergence of a pseudo maximum likelihood estimator for the extremal indexHitting and returning to rare events for all alpha-mixing processesA multivariate semi-logistic autoregressive process and its characterizationStability analysis of adaptive filters with regression vector nonlinearitiesParametric and nonparametric models and methods in financial econometricsThe extremal index, hitting time statistics and periodicityConvergence to Lévy stable processes under some weak dependence conditionsComplexity-penalized estimation of minimum volume sets for dependent dataSpectral estimation of Hawkes processes from count dataM-estimation with incomplete and dependent multivariate dataOn the CLT for discrete Fourier transforms of functional time seriesThe asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variablesTesting for (in)finite momentsWeak convergence of the tail empirical process for dependent sequencesOn the empirical spectral distribution for matrices with long memory and independent rowsNonparametric model validations for hidden Markov models with applications in financial econometricsProperties of some statistics for AR-ARCH model with application to technical analysisOn limit theorems for continued fractionsConsistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noiseEffective PCA for high-dimension, low-sample-size data with noise reduction via geometric representationsChangepoint estimation for dependent and non-stationary panels.Limit theorems for counting large continued fraction digitsPCA consistency in high dimension, low sample size contextEfficient estimation of copula-based semiparametric Markov modelsOn the computation of the extremal index for time seriesOn asymptotic distribution of maxima of stationary sequences subject to random failure or censoring







This page was built for publication: Basic properties of strong mixing conditions. A survey and some open questions