m-dependence approximation for dependent random variables

DOI10.1007/978-1-4614-1966-2_9MaRDI QIDQ5259030zbMATH OpenOpenAlexFDO

Authors Zhengyan Lin, Weidong Liu

Publication date 24 June 2015

Published in Probability Approximations and Beyond (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-1966-2_9

zbMATH Keywords

\(m\)-dependence approximationdependent random variablesempirical processeskernel density estimationpartial sumsperiodogramspectral density estimationstrong invariance principletime series

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Combining \(m\)-dependence with Markovness
• Approximations related to the sums of \(m\)-dependent random variables
• Some results for locally dependent arrays
• Resampling m-dependant random variables with applications to forecasting
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

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