Publication | Date of Publication | Type |
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Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process | 2024-05-07 | Paper |
Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data | 2024-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q6141817 | 2024-01-23 | Paper |
On the complete consistency of the kernel estimator of spot volatility | 2023-10-24 | Paper |
Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator | 2023-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q5873467 | 2023-02-09 | Paper |
On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application | 2022-05-23 | Paper |
Maximal moment inequality for partial sums of ρ-mixing sequences and its applications | 2021-07-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4998243 | 2021-07-01 | Paper |
First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation | 2021-01-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5129441 | 2020-10-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3307904 | 2020-08-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5237656 | 2019-10-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4688218 | 2018-10-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4690559 | 2018-10-22 | Paper |
Strong consistency of non parametric kernel regression estimator for strong mixing samples | 2017-12-06 | Paper |
Uniformly strong consistency of frequency polygons for negatively associated samples | 2017-06-13 | Paper |
On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables | 2016-01-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3196120 | 2015-10-28 | Paper |
On the uniform consistency of frequency polygons for \(\psi\)-mixing samples | 2015-07-21 | Paper |
Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples | 2015-03-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q2926717 | 2014-11-03 | Paper |
Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences | 2014-10-14 | Paper |
A remark on the exponential inequality for negatively associated random variables | 2014-08-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4980472 | 2014-06-30 | Paper |
On the precise rates in the law of the logarithm for positively associated sequence | 2013-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4926988 | 2013-06-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4910077 | 2013-03-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q2916220 | 2012-10-05 | Paper |
Exponential inequality for a class of NOD random variables and its application | 2012-06-01 | Paper |
A Note on the Convergence Rate of Strong Law of Large Numbers for Positively Associated Sequences | 2012-05-18 | Paper |
A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables | 2012-03-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q3169943 | 2011-09-29 | Paper |
A remark on the Bahadur representation of sample quantiles for negatively associated sequences | 2011-08-17 | Paper |
Precise Rates in the Law of the Iterated Logarithm for Associated Random Variables | 2011-03-23 | Paper |
Some inequalities for strong mixing random variables with applications to density estimation | 2011-02-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3073082 | 2011-02-05 | Paper |
The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences | 2010-12-20 | Paper |
On the strong convergence rate for positively associated random variables | 2010-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3571063 | 2010-07-08 | Paper |
Some exponential inequalities for positively associated random variables and rates of convergence of the strong law of large numbers | 2010-04-23 | Paper |
Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions | 2010-04-14 | Paper |
An Exponential Inequality for Strictly Stationary and Negatively Associated Random Variables | 2010-03-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q5322637 | 2009-07-22 | Paper |
A maximal moment inequality for \(\alpha \)-mixing sequences and its applications | 2009-07-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3622285 | 2009-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3622296 | 2009-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3597832 | 2009-02-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3599658 | 2009-02-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3599730 | 2009-02-09 | Paper |
Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples | 2008-11-25 | Paper |
Notes on the exponential inequalities for strictly stationary and positively associated random variables | 2008-10-29 | Paper |
Exponential inequalities for positively associated random variables and applications | 2008-08-19 | Paper |
A general method to the strong law of large numbers and its applications | 2008-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5455990 | 2008-04-04 | Paper |
Exponential inequalities for associated random variables and strong laws of large numbers | 2007-09-10 | Paper |
Maximal moment inequality for partial sums of strong mixing sequences and application | 2007-08-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q5295687 | 2007-07-30 | Paper |
Moment inequalities for sums of products of independent random variables | 2007-02-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q3421083 | 2007-02-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q3417277 | 2007-01-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5490677 | 2006-10-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5490815 | 2006-10-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5487711 | 2006-09-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4679707 | 2005-06-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4669873 | 2005-04-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4669908 | 2005-04-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4666888 | 2005-04-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4830451 | 2004-12-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4828486 | 2004-11-19 | Paper |
Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. | 2004-02-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4803780 | 2004-01-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4789729 | 2003-02-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q3154143 | 2002-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4778441 | 2002-11-14 | Paper |
Moment inequalities for the partial sums of random variables | 2002-08-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4520185 | 2001-07-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q2705093 | 2001-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4528410 | 2001-01-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4516504 | 2000-11-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4501311 | 2000-09-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4367659 | 2000-01-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4265023 | 1999-10-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3124998 | 1997-09-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q5284745 | 1997-09-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4867580 | 1997-07-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4867631 | 1996-03-04 | Paper |