Convergence of Distributions Generated by Stationary Stochastic Processes

From MaRDI portal
Revision as of 03:41, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5571985

DOI10.1137/1113086zbMath0181.44101OpenAlexW2009658189MaRDI QIDQ5571985

Yu. A. Davydov

Publication date: 1968

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1113086




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

The asymptotic distribution of CUSUM estimator based on α-mixing sequencesPartial functional linear regression with autoregressive errorsFrequentist Model Averaging for the Nonparametric Additive ModelA new estimation in functional linear concurrent model with covariate dependent and noise contaminationDistribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error termsStratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equationPeaks, gaps, and time‐reversibility of economic time seriesOptimal covariance matrix estimation for high-dimensional noise in high-frequency dataFunctional central limit theorems for strictly stationary processes satisfying the strong mixing conditionAveraging principle for multiscale nonautonomous random 2D Navier-Stokes systemOn the excess of average squared error for data-driven bandwidths in nonparametric trend estimationCentral limit theorems for high dimensional dependent dataStrong invariance principles for ergodic Markov processesLearning Theory Estimates with Observations from General Stationary Stochastic ProcessesBahadur representation for the nonparametricM-estimator under α-mixing dependenceMultivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent ErrorsSpurious Regressions in Time Series with Long MemoryA Bernstein inequality for exponentially growing graphsOn convergence rates for quadratic errors in kernel hazard estimationOn bandwidth selection in partial linear regression models under dependenceAsymptotic properties in partial linear models under dependenceHeavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive servicesAsymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range DependenceFractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic DistributionsInvariance principles under a two-part mixing assumptionThe central limit theorem for summability methods of some weakly dependent sequencesMODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORSSelf-normalized Cramér-type moderate deviations under dependenceAbout estimation of ARIMA process with strong mixing MA partGoodness-of-fit tests for SPARMA models with dependent error termsSampling properties of \(U\)-statistics for a class of stationary nonlinear processesA Goodness‐of‐Fit Test for Integer‐Valued Autoregressive ProcessesLocal Hölder exponent estimation for multivariate continuous time processesHAC estimation and strong linearity testing in weak ARMA modelsNon-parametric regression for spatially dependent data with waveletsThe CUSUM Test for Detecting Structural Changes in Strong Mixing ProcessesRandom central limit theorem for the linear process generated by a strong mixing processThe bootstrap of the mean for strong mixing sequences under minimal conditionsConfidence regions for entries of a large precision matrixADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORMOn the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equationsNonparametric inference for thinned point processThe bootstrap for empirical processes based on stationary observationsMoment inequalities for mixing sequences of random variablesThe Borel-Cantelli lemma for strong mixing sequences of events and their applications to LILRate of convergence of the mean for sub-additive ergodic sequencesA functional central limit theorem for strongly mixing sequences of random variablesThe unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processesAutocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errorsTrimmed stable AR(1) processesMethods for high-dimensional multivariate and multi-group repeated measures data under non-normalityOn the Chernoff-Savage theorem for dependent sequencesLimit theorems for 2D invasion percolationEmpirical distribution functions and functions of order statistics for mixing random variablesOn the central limit theorem for stationary processesQuasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processesEstimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA modelsWeak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectorsFunctionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighboursA normal inverse Gaussian model for a risky asset with dependenceNonparametric approach to identifying NARX systemsNonparametric estimation of infinite order regression and its application to the risk-return tradeoffCovariance matrix estimation for estimators of mixing weak ARMA modelsUnnamed ItemEstimation of the variance of the quasi-maximum likelihood estimator of weak VARMA modelsA bootstrapped spectral test for adequacy in weak ARMA modelsAdaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity modelSpectral density estimation for linear processes with dependent innovationsEstimation of weak ARMA models with regime changesIntermittency of superpositions of Ornstein-Uhlenbeck type processesBootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errorsA large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression modelAsymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing ConditionsNonparametric density estimation for spatial data with waveletsMildly explosive autoregression with mixing innovationsConvergence rates of the strong law for stationary mixing sequencesMultivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error termsA note on moment bounds for strong mixing sequencesNONPARAMETRIC ESTIMATORS FOR TIME SERIESRough flows and homogenization in stochastic turbulenceOn resampling and uncertainty estimation in linear system identificationA central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)Contracting in space: An application of spatial statistics to discrete-choice modelsEstimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeasEstimating linear representations of nonlinear processesTesting the Cointegrating Rank with Uncorrelated but Dependent ErrorsA note on asymptotic parametric predictionPanel data analysis with heterogeneous dynamicsOn the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variablesOn the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extremaMoment inequalities for mixing sequencesWavelet analysis of change-points in a non-parametric regression with heteroscedastic varianceSome mixing properties of conditionally independent processesA CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZEAsymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing AssumptionsAveraging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random ForcesMoment bounds for stationary mixing sequencesAveraging and fluctuations for parabolic equations with rapidly oscillating random coefficientsAsymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependenceAveraging principles for stochastic 2D Navier-Stokes equations







This page was built for publication: Convergence of Distributions Generated by Stationary Stochastic Processes