Asymptotic Theory of Weakly Dependent Random Processes
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absolutely regularcoupling empirical processergodicityinequalitieslimit theoremsMarkov chainsrate of convergencesequences of random variablesstrongly mixing
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10)
Recommendations
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Cited in
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- Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
- Empirical process theory for locally stationary processes
- Mixing properties of non-stationary INGARCH(1, 1) processes
- Concentration inequalities for suprema of unbounded empirical processes
- Fourier-type tests of mutual independence between functional time series
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
- The asymptotic distributions of the largest entries of sample correlation matrices under an -mixing assumption
- Invariance principles and log-distance of F-KPP fronts in a random medium
- Change-point detection based on weighted two-sample U-statistics
- Marked point processes and intensity ratios for limit order book modeling
- Exponential inequalities for nonstationary Markov chains
- A new CLT for additive functionals of Markov chains
- Change-point methods for multivariate time-series: paired vectorial observations
- How linear reinforcement affects Donsker's theorem for empirical processes
- Heterogeneous structural breaks in panel data models
- Implementable coupling of Lévy process and Brownian motion
- About the rate function in concentration inequalities for suprema of bounded empirical processes
- Functional CLT for nonstationary strongly mixing processes
- Commercial and residential mortgage defaults: spatial dependence with frailty
- Partial quasi-likelihood analysis
- Weak dependence. With examples and applications.
- A functional central limit theorem on non-stationary random fields with nested spatial structure
- Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.
- (Quasi)additivity properties of the Legendre-Fenchel transform and its inverse, with applications in probability
- Statistics of robust optimization: a generalized empirical likelihood approach
- Rates in almost sure invariance principle for quickly mixing dynamical systems
- Large deviations and central limit theorems for sequential and random systems of intermittent maps
- On Kolmogorov’s converse inequality for dependent random variables
- Functional limit theorems for Volterra processes and applications to homogenization
- Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case
- Testing Kendall's τ for a large class of dependent sequences
- Estimation of the limit variance for sums under a new weak dependence condition
- Analyzing order flows in limit order books with ratios of Cox-type intensities
- On the rate of convergence for the length of the longest common subsequences in hidden Markov models
- Robust inference in conditionally heteroskedastic autoregressions
- Strong mixing properties of discrete-valued time series with exogenous covariates
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences
- (Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
- Estimation and inference in adaptive learning models with slowly decreasing gains
- Temporally local maximum likelihood with application to SIS model
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- Invariance principle for the maximal position process of branching Brownian motion in random environment
- Convergence rate for geometric statistics of point processes having fast decay of dependence
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- Central limit theorems for high dimensional dependent data
- On Rio's proof of limit theorems for dependent random fields
- On the quenched CLT for stationary Markov chains
- Characterization of the least squares estimator: mis-specified multivariate isotonic regression model with dependent errors
- Deviation inequalities for dependent sequences with applications to strong approximations
- Detecting systematic anomalies affecting systems when inputs are stationary time series
- A unifying approach to distributional limits for empirical optimal transport
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
- Central limit theorem under the Dedecker-Rio condition in some Banach spaces
- Rates in almost sure invariance principle for nonuniformly hyperbolic maps
- Large deviation and central limit theorems for sequential and random Lasota-Yorke convex maps
- Empirical martingale projections via the adapted Wasserstein distance
- Minimax optimality of deep neural networks on dependent data via PAC-Bayes bounds
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- Maximal large deviations for sequential dynamical systems
- JANET: Joint Adaptive predictioN-region Estimation for Time-series
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- Mixingale and physical dependence equality with applications
- Two-sample smooth test for the equality of distributions for dependent data and its bootstrap consistency
- PanIC: consistent information criteria for general model selection problems
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- Finite-sample Borel-Cantelli inequalities under mixing conditions
- Robust scale estimation for strongly mixing processes under shifts in the mean
- Berry-Esseen bounds for M-estimators in censored regression models under (Λ 1 (E), ψ, ϵ) -weak dependence
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