Inequalities for absolutely regular sequences: application to density estimation
From MaRDI portal
Recommendations
Cited in
(47)- Moment inequalities for sums of dependent random variables under projective conditions
- Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes
- Copula-based time series with filtered nonstationarity
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes
- New dependence coefficients. Examples and applications to statistics
- Adaptive density estimation on bounded domains under mixing conditions
- Statistical learning based on Markovian data maximal deviation inequalities and learning rates
- Estimation of the transition density of a Markov chain
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
- Adaptive estimation of mean and volatility functions in (auto-)regressive models.
- Some inequalities for strong mixing random variables with applications to density estimation
- scientific article; zbMATH DE number 4135129 (Why is no real title available?)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps
- Sparse space-time models: concentration inequalities and Lasso
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection
- Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations
- Evaluation for moments of a ratio with application to regression estimation
- Nonparametric adaptive estimation for integrated diffusions
- Penalized Projection Estimator for Volatility Density
- Adaptive estimation of the transition density of a particular hidden Markov chain
- On the nonparametric inference of coefficients of self-exciting jump-diffusion
- Drift estimation on non compact support for diffusion models
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
- Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data
- Absolute regularity of semi-contractive GARCH-type processes
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes
- Nonparametric regression with martingale increment errors
- On nonparametric classification for weakly dependent functional processes
- Least-square estimation for regression on random designs for absolutely regular observations
- Super optimal rates for nonparametric density estimation via projection estimators
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Adaptive density deconvolution with dependent inputs
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
- Covariance inequalities
- Density estimation for \(\tilde{\beta}\)-dependent sequences
- Dependent wild bootstrap for the empirical process
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
- Multiplicative deconvolution in survival analysis under dependency
- Strong consistency of a kernel-based rule for spatially dependent data
- Least squares type estimation of the transition density of a particular hidden Markov chain
- Inhomogeneous and anisotropic conditional density estimation from dependent data
- Optimal asymptotic quadratic errors of density estimators on random fields.
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition
This page was built for publication: Inequalities for absolutely regular sequences: application to density estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1357866)
