Asymptotic theory of weakly dependent stochastic processes
From MaRDI portal
(Redirected from Publication:1962865)
Recommendations
Cited in
(only showing first 100 items - show all)- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- Optimal and superoptimal rates of frequency polygons for continuous-time processes.
- Conditional estimation for dependent functional data
- Super optimal rates for nonparametric density estimation via projection estimators
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
- scientific article; zbMATH DE number 2128758 (Why is no real title available?)
- An empirical central limit theorem for intermittent maps
- Exponential inequalities and functional central limit theorems for random fields
- A note on variable selection in nonparametric regression with dependent data
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- scientific article; zbMATH DE number 3105233 (Why is no real title available?)
- On a `replicating character string' model
- Strong consistency of a kernel-based rule for spatially dependent data
- scientific article; zbMATH DE number 1457319 (Why is no real title available?)
- Greedy algorithms for prediction
- The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
- On the local linear estimation of a generalized regression function with spatial functional data
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- A strictly stationary -mixing process satisfying the central limit theorem but not the weak invariance principle
- From rates of mixing to recurrence times via large deviations
- Moment inequalities for sums of weakly dependent random fields
- Blockshrink wavelet density estimator in \(\phi\)-mixing framework
- On the rate of convergence in Wasserstein distance of the empirical measure
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Simultaneous Decorrelation of Matrix Time Series
- On the functional CLT for stationary Markov chains started at a point
- Local asymptotic normality for long-memory process with strong mixing noises
- Evaluation for moments of a ratio with application to regression estimation
- The functional central limit theorem under the strong mixing condition
- On convergence rates for quadratic errors in kernel hazard estimation
- Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
- Nonparametric discrimination of areal functional data
- Optimal asymptotic quadratic errors of density estimators on random fields.
- 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
- A central limit theorem for reversible processes with nonlinear growth of variance
- Asymptotic results for the empirical process of stationary sequences
- Semi-recursive kernel conditional density estimators under random censorship and dependent data
- Law of large numbers and central limit theorem for randomly forced PDE's
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Central limit theorem for stationary linear processes
- On random almost periodic trigonometric polynomials and applications to ergodic theory
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Quenched limit theorems for Fourier transforms and periodogram
- Strong approximations for a class of dependent random variables with semi-exponential tails
- Forecasting time series with multivariate copulas
- On kernel estimators of density for reversible Markov chains
- Large deviations for the local fluctuations of random walks
- Regression estimation by local polynomial fitting for multivariate data streams
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
- Deviation inequality for Banach-valued orthomartingales
- Relative error prediction: Strong uniform consistency for censoring time series model
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- A note on asymptotic parametric prediction
- On the conditional density estimation for continuous time processes with values in functional spaces
- Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
- Recursive nonparametric regression estimation for dependent strong mixing functional data
- Function-indexed empirical processes based on an infinite source Poisson transmission stream
- Model selection for weakly dependent time series forecasting
- A note on asymptotic normality of a copula function in regression model
- Coupling for \(\tau\)-dependent sequences and applications
- Simpler PAC-Bayesian bounds for hostile data
- Approximations of the restless bandit problem
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
- A note on a maximal Bernstein inequality
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- A nonparametric estimator for the covariance function of functional data
- Testing for prospect and Markowitz stochastic dominance efficiency
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
- An empirical central limit theorem in L^1 for stationary sequences
- Asymptotic Theory of Weakly Dependent Random Processes
- Left concentration inequalities for empirical processes
- Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
- Hybrid copula estimators
- Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
- Large deviations for martingales.
- Nonparametric relative error estimation of the regression function for left truncated and right censored time series data
- Concentration around the mean for maxima of empirical processes
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
- Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
- Semiparametric Estimation of Risk–Return Relationships
- Concentration inequalities for mean field particle models
- A multilinear form inequality
- Iterated invariance principle for slowly mixing dynamical systems
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
- Precise large deviations for dependent regularly varying sequences
- Strong approximation results for the empirical process of stationary sequences
- Consistent estimation of a general nonparametric regression function in time series
- Weakly dependent chains with infinite memory
- Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- Weak convergence of laws on \(\mathbb R^{K}\) with common marginals
- Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data
This page was built for publication: Asymptotic theory of weakly dependent stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962865)
