Mixing: Properties and examples

zbMath0801.60027MaRDI QIDQ1320432

Paul Doukhan

Publication date: 24 April 1994

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

strong mixingexponential inequalitiesmaximal inequalitiesweakly dependentGaussian fieldslarge deviation theorymixing coefficientsGibbs fieldscovariance inequalitieshyper- and ultracontractivity of Markov semigroupshypermixingRosenthal-type moment inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)

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dependence of Markov chains via copula models, Nonlinear wavelet estimator of the regression function under left-truncated dependent data, Nonparametric density estimation for nonmixing approximable stochastic processes, Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors, On the statistical properties of a stationary process sampled by a stationary point process, Adaptive estimation of the transition density of a particular hidden Markov chain, Optimal and superoptimal rates of frequency polygons for continuous-time processes., Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence, Covariance estimation under spatial dependence, Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data, Blockwise bootstrap testing for stationarity, Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters, Sum-functions of spacings of increasing order, Sequential empirical process in autoregressive models with measurement errors, Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data, Non‐parametric Regression with Dependent Censored Data, Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference, Extensions of some classical methods in change point analysis, Qualitative robustness of statistical functionals under strong mixing, Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate, Almost sure central limit theorem for exceedance point processes of stationary sequences, Inference for mean change-point in infinite variance \(AR(p)\) process, Some mixing properties of conditionally independent processes, Transient random walks on a strip in a random environment, Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors, Asymptotic properties of Markov-modulated random sequences with fast and slow timescales, Weak convergence of Markov-modulated random sequences, Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions, Berry–Esseen type bounds in heteroscedastic errors-in-variables model, Semi-Parametric Density Estimation for Time-Series with Multiplicative Adjustment, Local Estimation in AR Models with Nonparametric ARCH Errors, Remarks on Asymptotic Independence, Averaged number of visits, Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables, Parameter Estimation for Inhomogeneous Space‐Time Shot‐Noise Cox Point Processes, Nonparametric estimation for dependent data, Properties of the neural network sieve bootstrap, Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data, Towards localisation by Gaussian random potentials in multi-dimensional continuous space, A test of normality using nonparametrlic residuals, Regeneration-based statistics for Harris recurrent Markov chains, Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses, Nonparametric forecasting: a comparison of three kernel-based methods, Improved generalized method of moments estimators for weakly dependent observations, Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations, Distance estimates for dependent superpositions of point processes, Nonparametric estimation of the conditional variance function with correlated errors, On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models, Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields., A new covariance inequality and applications., Robust kernel estimators for additive models with dependent observations, Second-order expansion for the maximum of some stationary Gaussian sequences., Compound Poisson approximation of word counts in DNA sequences, About the Lindeberg method for strongly mixing sequences, A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data, Structural Laplace Transform and Compound Autoregressive Models, A Simple Estimator of Error Correlation in Non-parametric Regression Models, THE CENTRAL LIMIT THEOREM FOR UNIFORMLY STRONG MIXING MEASURES, A spectral domain test of isotropic properties for irregularly spaced spatial data, ARBITRARY FUNCTIONAL GLIVENKO-CANTELLI CLASSES AND APPLICATIONS TO DIFFERENT TYPES OF DEPENDENCE, Asymptotics for semi-strong augmented GARCH(1,1) model, SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS, Recursive kernel regression estimation under α – mixing data, Wavelet-based estimation of regression function for dependent biased data under a given random design, Generalized binary vector autoregressive processes, Asymptotics of surface waves over random bathymetry, Strong Approximation of Quantile Function for Strong Mixing and Censored Processes, Multiplicative deconvolution in survival analysis under dependency, Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile, Local linear estimate of the point at high risk: Spatial functional data case, Local asymptotic normality for long-memory process with strong mixing noises, Asymptotic normality of conditional density estimation under truncated, censored and dependent data, Spatial local linear estimation of the L₁-conditional quantiles for functional regressors, Non parametric estimation of the conditional density function with right-censored and dependent data, Consistency of a nonparametric least squares estimator in integer-valued GARCH models, Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation, Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals, Almost complete convergence for the sequence of approximate solutions in linear calibration problem with α-mixing random data, Almost sure limit theorems for the maxima of stochastic volatility models, Geometric ergodicity of the multivariate COGARCH(1,1) process, A Dynamic Taylor’s law, Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data, Misspecified semiparametric model selection with weakly dependent observations, RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT, UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH, AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL, IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS, Convergence Analysis of Stochastic Structure-Preserving Schemes for Computing Effective Diffusivity in Random Flows, Missing not at random and the nonparametric estimation of the spectral density, Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails, Estimation of the limit variance for sums under a new weak dependence condition, Long range dependence of heavy-tailed random functions, Subgeometric ergodicity and β-mixing, On Eagleson's theorem in the non‐stationary setup, Unnamed Item, Asymptotic normality of the local linear estimation of the conditional density for functional time-series data, Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables, Ratio tests for variance change in nonparametric regression, Uncommon suffix tries, A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data, Multiscale functional inequalities in probability: Concentration properties, Dependent Lindeberg central limit theorem and some applications, Empirical likelihood methods for discretely observed Gaussian moving averages, On the rate of convergence for the length of the longest common subsequences in hidden Markov models, On sequential spectral analysis of amplitude-modulated time series, Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with α-mixing dependent innovations, Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points, Dependent Wild Bootstrap for the Empirical Process, A Smooth Block Bootstrap for Statistical Functionals and Time Series, Unnamed Item, A new spectral analysis of stationary random Schrödinger operators, Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence, NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION, Indirect inference for time series using the empirical characteristic function and control variates, ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS, A Gaussian Mixture Autoregressive Model for Univariate Time Series, Optimal convergence rates for the invariant density estimation of jump-diffusion processes