On Strong Mixing Conditions for Stationary Gaussian Processes

Cited in

(only showing first 100 items - show all)

PCA consistency in high dimension, low sample size context
A -entropy contraction inequality for Gaussian vectors
Central limit theorems under weak dependence
Asymptotic memoryless detection of random signals in dependent noise
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
On the simultaneous behavior of the dependence coefficients associated with three mixing conditions
Almost sure invariance principles for mixing sequences of random variables
Probability density estimation from dependent observations using wavelets orthonormal bases
Between local and global logarithmic averages
Multivariate regression estimation: Local polynomial fitting for time series
A criterion for a continuous spectral density
Weighted version of strong law of large numbers for a class of random variables and its applications
Local linear estimation of residual entropy function of conditional distributions
Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences
Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
A CLT for the periodograms of a \(p\)-mixing random field
On the asymptotic normality of sequences of weak dependent random variables
Inference on high-dimensional mean vectors with fewer observations than the dimension
Central limit theorem for triangular arrays of non-homogeneous Markov chains
On the strong law of large numbers for -mixing and -mixing random variables
Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
Subspace rotations for high-dimensional outlier detection
Double data piling leads to perfect classification
Spatial rank-based high-dimensional change point detection via random integration
Empirical likelihood confidence regions for autoregressive models with explanatory variables
Dependence and mixing for perturbations of copula-based Markov chains
On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
Volatility estimation for stochastic PDEs using high-frequency observations
Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management
Terminal-dependent statistical inference for the integral form of FBSDE
Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods
Estimating transformation function
Distribution theory for the Studentized mean for long, short, and negative memory time series
The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a \(\rho\)-mixing
Electrocardiogram classification using delay differential equations
Some mixing properties of conditionally independent processes
Bernstein-type inequality for a class of dependent random matrices
On the isotonic change-point problem
A unified approach to self-normalized block sampling
-Almost sure convergence for multivariate probability density estimate from dependent observations
Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
Two-stage procedures for high-dimensional data
Approximate Entropy as an Irregularity Measure for Financial Data
Multiplicative adjustment method for semiparametric regression with mixing dependent data
Precise large deviations for dependent regularly varying sequences
Moment inequalities for mixing sequences of random variables
Central Limit Theorems for dependent variables. I
Tests of periodicity with missing observations
Boundary behavior in high dimension, low sample size asymptotics of PCA
A regression approach for estimating the parameters of the covariance function of a stationary spatial random process
Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions
Maximum of partial sums and an invariance principle for a class of weak dependent random variables
Model selection for (auto-)regression with dependent data
Non-parametric regression for spatially dependent data with wavelets
The Berry-Esseen bound for -mixing random variables and its applications in nonparametric regression model
On some basic features of strictly stationary, reversible Markov chains
On mixing properties of some INAR models
A note on the Berry-Esseen bounds for -mixing random variables and their applications
Mixing and moments properties of a non-stationary copula-based Markov process
A central limit theorem for correlated variables with limited normal or gamma distributions
Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces
The asymptotic normality of the linear weighted estimator in nonparametric regression models
Functional limit theorems for shot noise processes with weakly dependent noises
Predicting clinical outcomes in glioblastoma: an application of topological and functional data analysis
Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples
Short range and long range dependence
Geometric Representation of High Dimension, Low Sample Size Data
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Delay differential analysis of time series
Pairs trading based on statistical variability of the spread process
Terminal-Dependent Statistical Inferences for FBSDE
How can we Define the Concept of Long Memory? An Econometric Survey
The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis
Maxima of stationary Gaussian processes
Remarks on the Burgers Equation
Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
A max-correlation white noise test for weakly dependent time series
Strong consistency and CLT for the random decrement estimator
Consistent causal inference from time series with PC algorithm and its time-aware extension
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator
Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
Complete f -moment convergence for a class of random variables with related statistical applications
Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
A simple approach for local and global variable importance in nonlinear regression models
Time series of functional data with application to yield curves
Some practical and theoretical issues related to the quantile estimators
On functional limit theorems for branching processes with dependent immigration
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification
On Berry-Esséen bound of frequency polygon estimation under -mixing samples
Asymptotic normality of kernel density estimation for mixing high-frequency data
A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model
Limit theorems for sequences of perturbed random variables in Hilbert spaces
On the Bahadur representation of sample quantiles for ρ -mixing random variables
Asymptotic properties of kernel regression estimation under mixing high-frequency data

This page was built for publication: On Strong Mixing Conditions for Stationary Gaussian Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3291947)