Asymptotic theory of weakly dependent stochastic processes
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zbMATH Open0944.60008MaRDI QIDQ1962865FDOQ1962865
Authors: Emmanuel Rio 
Publication date: 18 January 2000
Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)
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Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Nonparametric inference (62G99) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Cited In (only showing first 100 items - show all)
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- Strong consistency of a kernel-based rule for spatially dependent data
- The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
- On convergence rates for quadratic errors in kernel hazard estimation
- Optimal asymptotic quadratic errors of density estimators on random fields.
- A central limit theorem for reversible processes with nonlinear growth of variance
- On random almost periodic trigonometric polynomials and applications to ergodic theory
- Large deviations for the local fluctuations of random walks
- Regression estimation by local polynomial fitting for multivariate data streams
- A note on asymptotic parametric prediction
- Simpler PAC-Bayesian bounds for hostile data
- Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
- An empirical central limit theorem in L\(^1\) for stationary sequences
- Left concentration inequalities for empirical processes
- Hybrid copula estimators
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
- Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
- Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator
- Change point estimation for a weakly dependent sequence
- Concentration inequalities for separately convex functions
- Some remarks on coupling of dependent random variables
- A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
- \(M\)-estimation of the regression function under random left truncation and functional time series model
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- A renewal approach to Markovian \(U\)-statistics
- On the consistency of a new kernel rule for spatially dependent data
- Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields.
- Large and moderate deviations for bounded functions of slowly mixing Markov chains
- On entropy estimation for distributions with countable support.
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- Adaptive sampling schemes for density estimation
- Spectral estimation in the presence of missing data
- Statistical properties for flows with unbounded roof function, including the Lorenz attractor
- Martingale-coboundary decomposition for families of dynamical systems
- Superoptimal estimator of the spectral density by adaptive projection: an application to the estimation of a moving average order
- Unsupervised slow subspace-learning from stationary processes
- An almost sure invariance principle for some classes of non-stationary mixing sequences
- An invariance principle for sums and record times of regularly varying stationary sequences
- Weak convergence of stationary empirical processes
- Optimal and superoptimal rates of frequency polygons for continuous-time processes.
- Super optimal rates for nonparametric density estimation via projection estimators
- Holderian weak invariance principle for stationary mixing sequences
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals
- Conditional estimation for dependent functional data
- A note on variable selection in nonparametric regression with dependent data
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Greedy algorithms for prediction
- Local asymptotic normality for long-memory process with strong mixing noises
- From rates of mixing to recurrence times via large deviations
- A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
- On the rate of convergence in Wasserstein distance of the empirical measure
- On the functional CLT for stationary Markov chains started at a point
- The functional central limit theorem under the strong mixing condition
- Evaluation for moments of a ratio with application to regression estimation
- Nonparametric discrimination of areal functional data
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Asymptotic theory for stationary processes
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Asymptotic results for the empirical process of stationary sequences
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Quenched limit theorems for Fourier transforms and periodogram
- Law of large numbers and central limit theorem for randomly forced PDE's
- Central limit theorem for stationary linear processes
- Relative error prediction: Strong uniform consistency for censoring time series model
- Forecasting time series with multivariate copulas
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
- Function-indexed empirical processes based on an infinite source Poisson transmission stream
- Model selection for weakly dependent time series forecasting
- Coupling for \(\tau\)-dependent sequences and applications
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- A nonparametric estimator for the covariance function of functional data
- A note on a maximal Bernstein inequality
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
- Asymptotic Theory of Weakly Dependent Random Processes
- Testing for prospect and Markowitz stochastic dominance efficiency
- Large deviations for martingales.
- Concentration around the mean for maxima of empirical processes
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
- Concentration inequalities for mean field particle models
- Consistent estimation of a general nonparametric regression function in time series
- Weak convergence of laws on \(\mathbb R^{K}\) with common marginals
- Precise large deviations for dependent regularly varying sequences
- Strong approximation results for the empirical process of stationary sequences
- Weakly dependent chains with infinite memory
- Normal approximation for quasi-associated random fields
- A note on weak convergence of the sequential multivariate empirical process under strong mixing
- New dependence coefficients. Examples and applications to statistics
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
- A new covariance inequality and applications.
- Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
- deviation bounds for additive functionals of markov processes
- CLT and \(\mathbb L^q\) errors in nonparametric functional regression
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