On the Strong Mixing Property for Linear Sequences

DOI10.1137/1122049MaRDI QIDQ4157351zbMATH OpenOpenAlexFDO

Authors V. V. Gorodets'kyj

Publication date 1977

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1122049

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Sums of independent random variables; random walks (60G50)

Cited in

(only showing first 100 items - show all)

• Testing for changes in the covariance structure of linear processes
• Monitoring shifts in mean: asymptotic normality of stopping times
• Some mixing properties of time series models
• Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables)
• Mixing properties of ARMA processes
• Strong representations for LAD estimators in linear models
• GARCH (1,1) processes are near epoch dependent
• Fixed design regression for time series: Asymptotic normality
• Kernel estimation of the survival function and hazard rate under weak dependence
• Rank statistics for serial dependence
• A consistent nonparametric test for serial independence
• The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives
• Functional estimation for time series: Uniform convergence properties
• Nonparametric prediction for random fields
• Conditional empirical, quantile and difference processes for a large class of time series with applications
• Nonparametric time series regression
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
• Nonparametric estimation of density derivatives of dependent data
• Frequency polygons for weakly dependent processes
• Limit theorems for functionals of moving averages
• Local polynomial fitting under association
• Local M-estimator for nonparametric time series.
• Nonparametric estimation equations for time series data.
• On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
• Local polynomial estimation of a conditional mean function with dependent truncated data
• Kernel density estimator for strong mixing processes
• The sequential estimation in stochastic regression model with random coefficients
• Geometric absolute regularity of Banach space-valued autoregressive processes.
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• A trimmed mean of location of an AR\((\infty)\) stationary process
• Strong approximation for cross-covariances of linear variables with long-range dependence
• An outlier test for linear processes. II: Large contamination
• On histograms for linear processes
• Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
• Estimation of time series models using residuals dependence measures
• Nonparametric pointwise estimation for a regression model with multiplicative noise
• The rate of complete consistency for recursive probability density estimator under strong mixing samples
• Berry-Esseen type bounds in heteroscedastic semi-parametric model
• On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals
• A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data
• Nonparametric estimation of time varying parameters under shape restrictions
• A parametric bootstrap test for cycles
• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
• Local polynomial quasi-likelihood regression with truncated and dependent data
• Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
• Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
• Asymptotic normality for regression function estimate under truncation and -mixing conditions
• Asymptotic properties of conditional quantile estimator under left-truncated and \(\alpha \)-mixing conditions
• Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
• Nonparametric estimation for dependent data
• Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
• Asymptotic normality of numbers of observations near order statistics from stationary processes
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
• Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate
• Moment inequalities for mixing sequences of random variables
• Central Limit Theorems for dependent variables. I
• Conditions for linear processes to be strong-mixing
• Bootstrapping the empirical distribution of a linear process
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Trimmed stable AR(1) processes
• SEMIPARAMETRIC TIME SERIES REGRESSION
• Kernel density estimation for random fields: TheL₁Theory
• Nuisance parameter free properties of correlation integral based statistics
• Local linear fitting under near epoch dependence
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
• Minimum distance estimation in linear regression with strong mixing errors
• Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples
• Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
• On spatial processes and asymptotic inference under near-epoch dependence
• Convergence rates of sums of -mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• Kernel density estimation for linear processes
• Fixed-design regression for linear time series
• Kernel density estimation for linear processes
• Average regression surface for dependent data
• Estimating a distribution function for censored time series data
• A fusion learning method to subgroup analysis of Alzheimer's disease
• Strong law of large numbers for pairwise positive quadrant dependent random variables
• Wavelet estimation of conditional density with truncated, censored and dependent data
• Mixing properties of ARCH and time-varying ARCH processes
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
• Comments on ``Unbiased estimates for moments and cumulants in linear regression
• Nonparametric estimation of expected shortfall for -mixing financial losses
• Asymptotic properties of kernel regression estimation under mixing high-frequency data
• Bandwidth selection in kernel M-estimation of regression function with truncated, censored and dependent data
• Asymptotic normality of wavelet density estimator under censored dependent observations
• Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
• Limit theorems for wavelet conditional U-statistics for time series models
• Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing
• Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
• Powerful spatial multiple testing via borrowing neighboring information
• Determination of the Effective Cointegration Rank in High-Dimensional Time-Series Predictive Regressions
• Nonparametric spatial regression under near-epoch dependence
• Functional coefficient seasonal time series models with an application of Hawaii tourism data
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
• Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions

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