Pages that link to "Item:Q1770896"
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The following pages link to Coupling for \(\tau\)-dependent sequences and applications (Q1770896):
Displayed 18 items.
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- A strong invariance principle for positively or negatively associated random fields (Q730721) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Coupling for minimal distance (Q1876854) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ (Q5429594) (← links)