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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Cited In (only showing first 100 items - show all)
- 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
- An empirical central limit theorem for dependent sequences
- Statistical properties of diffeomorphisms with weak invariant manifolds
- Nonparametric long term prediction of stock returns with generated bond yields
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
- On invariant distribution function estimation for continuous-time stationary processes
- Tests of stochastic monotonicity with improved power
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Approximation and exponential inequalities for sums of dependent random vectors
- Asymptotic normality of a robust estimator of the regression function for functional time series data
- Strong mixing properties of max-infinitely divisible random fields
- Large deviations for nonuniformly hyperbolic systems
- Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
- Data driven smooth test of comparison for dependent sequences
- Moment bounds for dependent sequences in smooth Banach spaces
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
- On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data
- On weak dependence conditions: the case of discrete valued processes
- Pointwise adaptive estimation of the marginal density of a weakly dependent process
- Split invariance principles for stationary processes
- Copula-based semiparametric models for multivariate time series
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Empirical and sequential empirical copula processes under serial dependence
- Second-order properties of regeneration-based bootstrap for atomic Markov chains
- Large and moderate deviations for slowly mixing dynamical systems
- A multivariate version of Hoeffding's phi-square
- Strong approximation of partial sums under dependence conditions with application to dynamical systems
- On a clustering criterion for dependent observations
- Weak convergence of the tail empirical process for dependent sequences
- An empirical central limit theorem for intermittent maps
- Exponential inequalities and functional central limit theorems for random fields
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- 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
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