Mixing Conditions for Markov Chains
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(99)- Semiparametric estimation of regression functions in autoregressive models
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- Efficient estimation of copula-based semiparametric Markov models
- Invariance principles under weak dependence
- Mixing properties of ARMA processes
- A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
- The weak convergence of the likelihood ratio random fields for Markov observations
- Central limit theorems under weak dependence
- Eine Restgliedabschaetzung in der Erneuerungstheorie
- Absolute regularity and functions of Markov chains
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
- Spectral estimation of Hawkes processes from count data
- Functional estimation for time series: Uniform convergence properties
- Nonparametric vector autoregression
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Spectral density for third order cumulants under strong mixing conditions
- Orthogonal series estimates on strong spatial mixing data
- Nonparametric density estimation for spatial data with wavelets
- Geometric absolute regularity of Banach space-valued autoregressive processes.
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- The generalization performance of ERM algorithm with strongly mixing observations
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- Stable limits for Markov chains via the principle of conditioning
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations
- A new CLT for additive functionals of Markov chains
- The coin-turning walk and its scaling limit
- Functional CLT for nonstationary strongly mixing processes
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
- Commercial and residential mortgage defaults: spatial dependence with frailty
- Generalization performance of Gaussian kernels SVMC based on Markov sampling
- Learning rates of regularized regression for exponentially strongly mixing sequence
- The performance bounds of learning machines based on exponentially strongly mixing sequences
- On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- Super optimal rates for nonparametric density estimation via projection estimators
- The conditional central limit theorem in Hilbert spaces.
- Nonlinearity and temporal dependence
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
- Renewal regime switching and stable limit laws
- Randomized consistent statistical inference for random processes and fields
- Divergent perpetuities modulated by regime switches
- On the spectral measures of some weakly stationary sequences involving randomly spaced observations
- Ergodicity of Lévy-type processes
- Variance bounding Markov chains, L₂-uniform mean ergodicity and the CLT
- MULTIVARIATE ECOGARCH PROCESSES
- On a very weak bernoulli condition†
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
- Duration time-series models with proportional hazard
- Moment inequalities for mixing sequences of random variables
- On a theorem of gordin
- On coupling of discrete renewal processes
- Convergence of changepoint estimators for weakly dependent data
- Markov chain approach to identifying Wiener systems
- Non-parametric regression for spatially dependent data with wavelets
- Large and moderate deviations for bounded functions of slowly mixing Markov chains
- Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- Markov chain Monte Carlo estimation of quantiles
- Power periodic threshold GARCH model: structure and estimation
- Subgeometric ergodicity and -mixing
- On a `replicating character string' model
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
- Finitely determined processes in metric spaces
- On the geometric ergodicity of the mixture autoregressive model
- Drift estimation for a multi-dimensional diffusion process using deep neural networks
- Stability of overshoots of Markov additive processes
- Functional central limit theorem via nonstationary projective conditions
- On the quenched CLT for stationary Markov chains
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors
- Characterization of the least squares estimator: mis-specified multivariate isotonic regression model with dependent errors
- Learning to reflect: a unifying approach for data-driven stochastic control strategies
- Randomized limit theorems for stationary ergodic random processes and fields
- Detecting systematic anomalies affecting systems when inputs are stationary time series
- \(L^2\)-quasi-compact and hyperbounded Markov operators
- Leadbetter-type conditions for bounding the Hausdorff metric of compactly supported stationary sequences
- Global central limit theorems for Markov chains
- An analysis of precision in estimation with the stochastic EM algorithm
- Global central limit theorems for stationary Markov chains
- On a boundary of the central limit theorem for strictly stationary, reversible Markov chains
- Rates in the central limit theorem for random projections of martingales
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models
- Robust learning of Huber loss under exponentially strongly mixing sequence
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
- Generalized runs tests for the IID hypothesis
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
- Extremal clustering in non-stationary random sequences
- Ergodicity and exponential -mixing bounds for multidimensional diffusions with jumps
- Multivariate CARMA processes
- A measure of dependence for cryptographic primitives relative to ideal functions
- Estimating beta-mixing coefficients via histograms
- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
- Parametric and nonparametric models and methods in financial econometrics
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models
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