Asymptotic theory of weakly dependent stochastic processes

zbMATH Open0944.60008MaRDI QIDQ1962865FDOQ1962865

Authors: Emmanuel Rio 

Publication date: 18 January 2000

Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

Recommendations

• Asymptotic Theory of Weakly Dependent Random Processes
• scientific article; zbMATH DE number 2152356
• scientific article; zbMATH DE number 2128758
• scientific article; zbMATH DE number 1005342
• scientific article; zbMATH DE number 2242610

Mathematics Subject Classification ID

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
• On a `replicating character string' model
• Title not available (Why is that?)
• On the local linear estimation of a generalized regression function with spatial functional data
• Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
• Moment inequalities for sums of weakly dependent random fields
• Simultaneous Decorrelation of Matrix Time Series
• Blockshrink wavelet density estimator in \(\phi\)-mixing framework
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
• Semi-recursive kernel conditional density estimators under random censorship and dependent data
• Strong approximations for a class of dependent random variables with semi-exponential tails
• Generalized ordinal patterns allowing for ties and their applications in hydrology
• Deviation inequality for Banach-valued orthomartingales
• On kernel estimators of density for reversible Markov chains
• Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
• On the conditional density estimation for continuous time processes with values in functional spaces
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• A note on asymptotic normality of a copula function in regression model
• Approximations of the restless bandit problem
• Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
• Nonparametric relative error estimation of the regression function for left truncated and right censored time series data
• Semiparametric Estimation of Risk–Return Relationships
• A multilinear form inequality
• Iterated invariance principle for slowly mixing dynamical systems
• Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
• Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
• Tie-Break Bootstrap for Nonparametric Rank Statistics
• Consistency rates and asymptotic normality of the high risk conditional for functional data
• Consistency rates and asymptotic normality of the high risk conditional for functional data
• 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
• On nonparametric classification for weakly dependent functional processes
• A proof of consistency of the MLE for nonlinear Markov-switching AR processes
• Asymptotic behaviour of truncated projection density estimators.
• On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance
• Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers
• Large deviations for dynamical systems with stretched exponential decay of correlations
• Asymptotic normality of conditional density estimation in the single index model for functional time series data
• Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
• Gradual change-point analysis based on Spearman matrices for multivariate time series
• Conditional VAR and expected shortfall: a new functional approach
• Nonparametric M-regression with scale parameter for functional dependent data
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Asymptotic normality of the relative error regression function estimator for censored and time series data
• Recursive kernel regression estimation under α – mixing data
• Remarks on asymptotic independence
• Nonparametric recursive method for generalized kernel estimators for dependent functional data
• Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Conditional estimation for dependent functional 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)