Weak dependence. With examples and applications.
From MaRDI portal
Publication:2641624
DOI10.1007/978-0-387-69952-3zbMath1165.62001OpenAlexW2134536175MaRDI QIDQ2641624
Gabriel Lang, Paul Doukhan, Jérôme Dedecker, Clémentine Prieur, Sana Louhichi, José Rafael León
Publication date: 22 August 2007
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-69952-3
Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Strong limit theorems (60F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Bahadur representations of M-estimators and their applications in general linear models, Concentration inequalities for non-causal random fields, Nonparametric regression for locally stationary random fields under stochastic sampling design, Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications, Self-normalized Cramér-type moderate deviations under dependence, Simpler PAC-Bayesian bounds for hostile data, A large deviations approach to limit theory for heavy-tailed time series, A note on the asymptotic distribution of lasso estimator for correlated data, Pointwise adaptive estimation of the marginal density of a weakly dependent process, A multivariate version of Hoeffding's phi-square, Evaluation for moments of a ratio with application to regression estimation, Strong approximation results for the empirical process of stationary sequences, Parametric estimation of hidden stochastic model by contrast minimization and deconvolution, Exponential inequalities for nonstationary Markov chains, Nonconventional moderate deviations theorems and exponential concentration inequalities, General theorems on large deviations for random vectors, On weak invariance principles for partial sums, Approximating class approach for empirical processes of dependent sequences indexed by functions, Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes, Recursive kernel estimation of the density under \(\eta\)-weak dependence, On binary and categorical time series models with feedback, Some recent theory for autoregressive count time series, Rejoinder on: Some recent theory for autoregressive count time series, Asymptotics for a class of dependent random variables, Testing for local covariate trend effects in volatility models, Spatial risk measures and applications to max-stable processes, Phantom distribution functions for some stationary sequences, High-dimensional VAR with low-rank transition, A weighted estimator of conditional hazard rate with left-truncated and dependent data, Stability of expected \(L\)-statistics against weak dependence of observations, Brownian limits, local limits and variance asymptotics for convex hulls in the ball, Estimating beta-mixing coefficients via histograms, Limit theorem for random walk in weakly dependent random scenery, Spectral estimation for non-linear long range dependent discrete time trawl processes, Adjustment coefficient for risk processes in some dependent contexts, Coupling and perturbation techniques for categorical time series, On weak dependence conditions for Poisson autoregressions, Relative stability in strictly stationary random sequences, Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples, Asymptotic results for spatial causal ARMA models, Sparsity considerations for dependent variables, Model selection for weakly dependent time series forecasting, A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields, Strong mixing properties of max-infinitely divisible random fields, Random central limit theorems for linear processes with weakly dependent innovations, Optimal model selection for density estimation of stationary data under various mixing condi\-tions, Split invariance principles for stationary processes, Weak dependence and GMM estimation of supOU and mixed moving average processes, A law of large numbers result for a bifurcating process with an infinite moving average representation, A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions, Estimation and testing linearity for non-linear mixed Poisson autoregressions, Time-frequency analysis of locally stationary Hawkes processes, Qualitative robustness of estimators on stochastic processes, Weakly dependent chains with infinite memory, The functional central limit theorem for a family of GARCH observations with applications, Subsampling weakly dependent time series and application to extremes, Rejoinder on: Subsampling weakly dependent time series and application to extremes, Subsampling methods for genomic inference, Empirical processes of multidimensional systems with multiple mixing properties, Matrix factorization for multivariate time series analysis, A multivariate semi-logistic autoregressive process and its characterization, On weak dependence conditions: the case of discrete valued processes, A note on the Lynden-Bell estimator under association, Fractional multiplicative processes, Recursive nonparametric regression estimation for dependent strong mixing functional data, Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series, Multivariate count autoregression, Comparing the marginal densities of two strictly stationary linear processes, Asymptotic behavior of optimal quantities in symmetric transshipment coalitions, Regression estimation by local polynomial fitting for multivariate data streams, Tests of stochastic monotonicity with improved power, Augmented GARCH sequences: Dependence structure and asymptotics, Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes, An asymptotic theory for sample covariances of Bernoulli shifts, Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data, A local factor nonparametric test for trend synchronism in multiple time series, Sequential monitoring for changes from stationarity to mild non-stationarity, Testing for changes in the covariance structure of linear processes, Weak dependence, models and some applications, Asymptotic results for the empirical process of stationary sequences, A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach, CLT for single functional index quantile regression under dependence structure, Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence, Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models, Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data, Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods, \(M\)-estimation of the regression function under random left truncation and functional time series model, Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk, Moment bounds for large autocovariance matrices under dependence, Placebo inference on treatment effects when the number of clusters is small, Limit results for \(L^p\) functionals of weighted CUSUM processes, The deficit on each trade in a Vickrey double auction is at least as large as the Walrasian price gap, Robbins-Monro algorithm with \(\psi\)-mixing random errors, The functional central limit theorem for the multivariate MS-ARMA-GARCH model, Estimation of time series models using residuals dependence measures, Data driven smooth test of comparison for dependent sequences, Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension, Fréchet differentiability in statistical inference for time series, Variance inequalities for quadratic forms with applications, Kernel estimators of mode under \(\psi\)-weak dependence, Change Detection in INARCH Time Series of Counts, Central limit theorem for the kernel estimator of the regression function for censored time series, Prediction of weakly locally stationary processes by auto-regression, Asymptotics for semi-strong augmented GARCH(1,1) model, Mixed‐Norm Spaces and Prediction of SαS Moving Averages, Recursive kernel regression estimation under α – mixing data, Generalized binary vector autoregressive processes, ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON, Invariance principles for self-similar set-indexed random fields, A Dynamic Taylor’s law, Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals, Unnamed Item, Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations, Unnamed Item, Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models, Multivariate wavelet estimators for weakly dependent processes: strong consistency rate, Weak dependence of point processes and application to second-order statistics†, Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case, Double smoothing local linear estimation in nonlinear time series, A general procedure for change-point detection in multivariate time series, User-friendly Introduction to PAC-Bayes Bounds, Unnamed Item, Factor models for high‐dimensional functional time series II: Estimation and forecasting, Edgeworth expansions for volatility models, Inheritance of strong mixing and weak dependence under renewal sampling, Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence, Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions, Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data, Asymptotic behavior of central order statistics from stationary processes, Testing Kendall's τ for a large class of dependent sequences, Statistical inference of spectral estimation for continuous-time MA processes with finite second moments, Unnamed Item, Komlós-Major-Tusnády approximation under dependence, ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS, Limit theorems for some skew products with mixing base maps, Random forests for time-dependent processes, Improved local polynomial estimation in time series regression, Estimation of the limit variance for sums under a new weak dependence condition, Discrete-Time Risk Models Based on Time Series for Count Random Variables, Prediction of time series by statistical learning: general losses and fast rates, ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE, Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes, Nonconventional limit theorems, Extensions of some classical methods in change point analysis, A kernel mode estimate under random left truncation and time series model: asymptotic normality, Absolute regularity of semi-contractive GARCH-type processes, Asymptotic results for certain weak dependent variables, Adaptive density estimation under weak dependence, Central limit theorem for sampled sums of dependent random variables, Mixtures of Nonlinear Poisson Autoregressions, Unnamed Item, Hölderian invariance principle for Hilbertian linear processes, Structural breaks in time series, Comments on: Some recent theory for autoregressive count time series, Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence, Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
