Mixing: Properties and examples
From MaRDI portal
Publication:1320432
zbMath0801.60027MaRDI QIDQ1320432
Publication date: 24 April 1994
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
strong mixingexponential inequalitiesmaximal inequalitiesweakly dependentGaussian fieldslarge deviation theorymixing coefficientsGibbs fieldscovariance inequalitieshyper- and ultracontractivity of Markov semigroupshypermixingRosenthal-type moment inequality
Central limit and other weak theorems (60F05) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)
Related Items (only showing first 100 items - show all)
A parametric bootstrap test for cycles ⋮ A semiparametric GARCH model for foreign exchange volatility ⋮ Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases ⋮ Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models ⋮ A unified approach to self-normalized block sampling ⋮ Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large ⋮ Functional convergence of linear processes with heavy-tailed innovations ⋮ Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ Central limit theorems and uniform laws of large numbers for arrays of random fields ⋮ Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term ⋮ Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ A semiparametric multivariate partially linear model: a difference approach ⋮ Detection of embeddings in binary Markov chains ⋮ First and second order analysis for periodic random arrays using block bootstrap methods ⋮ Group-wise semiparametric modeling: a SCSE approach ⋮ Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes. ⋮ Detecting multifractal stochastic processes under heavy-tailed effects ⋮ Nonparametric long term prediction of stock returns with generated bond yields ⋮ A nonconventional invariance principle for random fields ⋮ Precise large deviations for dependent regularly varying sequences ⋮ A loss function approach to model specification testing and its relative efficiency ⋮ A modified functional delta method and its application to the estimation of risk functionals ⋮ Adaptive estimation of linear functionals in the convolution model and applications ⋮ Test for tail index change in stationary time series with Pareto-type marginal distribution ⋮ The extremogram: a correlogram for extreme events ⋮ Evaluation for moments of a ratio with application to regression estimation ⋮ Extremal memory of stochastic volatility with an application to tail shape inference ⋮ Invariance principles in Besov spaces, Gaussian processes and long-range dependence ⋮ On a clustering criterion for dependent observations ⋮ Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique ⋮ Kernel estimation of conditional density with truncated, censored and dependent data ⋮ Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors ⋮ A transformation approach to modelling multi-modal diffusions ⋮ Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors ⋮ Structural changes in autoregressive models for binary time series ⋮ Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations ⋮ Variational approach for spatial point process intensity estimation ⋮ Automatic spectral density estimation for random fields on a lattice via bootstrap ⋮ Estimation of the transition density of a Markov chain ⋮ A note on wavelet density deconvolution for weakly dependent data ⋮ A functional limit theorem for \(\eta \)-weakly dependent processes and its applications ⋮ An empirical central limit theorem with applications to copulas under weak dependence ⋮ Frequency polygons for continuous random fields ⋮ Wavelet estimation of conditional density with truncated, censored and dependent data ⋮ Estimation of a multivariate stochastic volatility density by kernel deconvolution ⋮ Stability of \(L\)-statistics from weakly dependent observations ⋮ On weak dependence conditions for Poisson autoregressions ⋮ Hypothesis testing for Fisher-Snedecor diffusion ⋮ Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences ⋮ Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series ⋮ Relative stability in strictly stationary random sequences ⋮ On nonlinear Markov chain Monte Carlo ⋮ Graphical modelling of multivariate time series ⋮ Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes ⋮ Model selection for weakly dependent time series forecasting ⋮ Prediction-based estimating functions: review and new developments ⋮ On latent process models in multi-dimensional space ⋮ Asymptotic equivalence of nonparametric autoregression and nonparametric regression ⋮ Texture synthesis and nonparametric resampling of random fields ⋮ Resampling methods for spatial regression models under a class of stochastic designs ⋮ On variance estimation in a negative binomial time series regression model ⋮ A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality ⋮ Nonparametric regression with martingale increment errors ⋮ Regularized least-squares regression: learning from a sequence ⋮ An empirical likelihood method for spatial regression ⋮ Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields ⋮ Strong mixing properties of max-infinitely divisible random fields ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ Optimal model selection for density estimation of stationary data under various mixing condi\-tions ⋮ Misparametrization subsets for penalized least squares model selection ⋮ A general central limit theorem for strong mixing sequences ⋮ Absolute regularity and ergodicity of Poisson count processes ⋮ Sensitivity of risk measures with respect to the normal approximation of total claim distributions ⋮ Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks ⋮ Confidence intervals for the mean based on exponential type inequalities and empirical likelihood ⋮ Description of random fields by means of one-point finite-conditional distributions ⋮ Adaptive estimation of an additive regression function from weakly dependent data ⋮ The method of moments and degree distributions for network models ⋮ On the rate of convergence in Wasserstein distance of the empirical measure ⋮ Statistics for tail processes of Markov chains ⋮ Wavelet estimation in varying coefficient models for censored dependent data ⋮ Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data ⋮ Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity ⋮ Comparing composite likelihood methods based on pairs for spatial Gaussian random fields ⋮ Adaptive wavelet estimation of a biased density for strongly mixing sequences ⋮ Robust estimation of AR coefficients under simultaneously influencing outliers and missing values ⋮ The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data ⋮ Testing Linearity for Network Autoregressive Models ⋮ Detection of multiple changes in a sequence of dependent variables ⋮ Spectral estimation of Hawkes processes from count data ⋮ Tail risk inference via expectiles in heavy-tailed time series ⋮ Consistency of a nonparametric conditional mode estimator for random fields ⋮ Asymptotic normality of conditional density estimation with left-truncated and dependent data ⋮ Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations ⋮ Stability results for nonlinear error correction models ⋮ Subsampling inference in threshold autoregressive models
This page was built for publication: Mixing: Properties and examples