A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

From MaRDI portal
Publication:3231606

DOI10.1073/pnas.42.1.43zbMath0070.13804OpenAlexW2056871913WikidataQ37687966 ScholiaQ37687966MaRDI QIDQ3231606

Murray Rosenblatt

Publication date: 1956

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.42.1.43



Related Items

Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’, New extreme value theory for maxima of maxima, Editorial for the special issue in honour of Paul Doukhan, On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors, The asymptotic distribution of CUSUM estimator based on α-mixing sequences, The central limit problem for mixing sequences of random variables, Random central limit theorems for martingales, M-Mixing systems. I, B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data, Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case, The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors, Goodness-of-fit tests for dependent data, WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS, Studies of the flow and turbulence fields in a turbulent pulsed jet flame using LES/PDF, Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method, The consistency of least-square regularized regression with negative association sequence, Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory, MISE of wavelet estimators for regression derivatives with biased strong mixing data, On dynamic survival extropy, Estimation of past inaccuracy measure for the right censored dependent data, Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation, Large sample theory for statistics of stable moving averages, Almost complete convergence for the sequence of approximate solutions in linear calibration problem with α-mixing random data, Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples, Large and moderate deviations for a -valued branching random walk with a random environment in time, On nonparametric classification for weakly dependent functional processes, On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes, Uniform ergodicity and strong mixing, Time-specific average estimation of dynamic panel regressions, Recursive and non-recursive kernel estimation of negative cumulative residual extropy under \(\alpha\)-mixing dependence condition, Spectral algorithms for learning with dependent observations, On mixing conditions in proving the asymptotical normality for harmonic crystals, Some properties of weighted survival extropy and its extended measures, Multivariate wavelet estimators for weakly dependent processes: strong consistency rate, Iterative kernel density estimation from noisy-dependent observations, Test of Weak Separability for Spatially Stationary Functional Field, Nonparametric testing for the specification of spatial trend functions, Joint ergodicity of piecewise monotone interval maps, Local linear regression with nonparametrically generated covariates for weakly dependent data, Multivariate wavelet density estimation for strong mixing stratified size-biased sample, Order Choice in Nonlinear Autoregressive Models, Parameter estimation for diffusion process from perturbed discrete observations, Mean stationarity test in time series: a signal variance-based approach, Stabilization of the statistical solutions for large times for a harmonic lattice coupled to a Klein-Gordon field, Weighted probability density estimator with updated bandwidths, Post-processed posteriors for sparse covariances, Wasserstein-\(p\) bounds in the central limit theorem under local dependence, Predictive inference for travel time on transportation networks, Large and moderate deviations for bounded functions of slowly mixing Markov chains, Transport equation for the harmonic crystal coupled to a Klein-Gordon field, Tail adversarial stability for regularly varying linear processes and their extensions, Fractal dimensions of the Rosenblatt process, Inheritance of strong mixing and weak dependence under renewal sampling, Some improved results on Berry–Esséen bounds for strong mixing random variables and applications, Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence, On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation, Spectral estimation in the presence of missing data, Testing Kendall's τ for a large class of dependent sequences, Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises, Unnamed Item, Learning Theory Estimates with Observations from General Stationary Stochastic Processes, Nonlinear system theory: Another look at dependence, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Consistency rates and asymptotic normality of the high risk conditional for functional data, Estimation of the limit variance for sums under a new weak dependence condition, ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES, Pairs trading based on statistical variability of the spread process, Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction, Entry and return times distribution, Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables, Terminal-Dependent Statistical Inferences for FBSDE, On a ‘Replicating Character String’ Model, Consistency rates and asymptotic normality of the high risk conditional for functional data, SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS, Unnamed Item, A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue, Nonparametric estimation of the hazard function under dependence conditions, Multiscale functional inequalities in probability: Concentration properties, A Multivariate Quantile Predictor, An empirical central limit theorem for intermittent maps, Quenched limit theorems for Fourier transforms and periodogram, Central limit theorems for long range dependent spatial linear processes, Testing for Granger causality with mixed frequency data, How can we Define the Concept of Long Memory? An Econometric Survey, Assessing Isotropy for Spatial Point Processes, Non parametric learning approach to estimate conditional quantiles in the dependent functional data case, Functional Principal Component Analysis of Spatiotemporal Point Processes With Applications in Disease Surveillance, Complete consistency for recursive probability density estimator of widely orthant dependent samples, Estimation of entropy for Poisson marked point processes, Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors, Lattice dynamics in the half-space. Energy transport equation, Confidence intervals for probability density functions under strong mixing samples, On some basic features of strictly stationary, reversible Markov chains, Simultaneous inference for autocovariances based on autoregressive sieve bootstrap, Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme, Ein zentraler grenzwertsatz mit anwendungen auf die zahlentheorie, A study on weighted dynamic survival and failure extropies, Short Range and Long Range Dependence, Nonparametric estimation of expectile regression in functional dependent data, Modelling structural breaks, long memory and stock market volatility: an overview, A parametric bootstrap test for cycles, Strong mixing and operator self-decomposability, On the functional CLT for stationary Markov chains started at a point, Efficiency in multivariate functional nonparametric models with autoregressive errors, Wavelet density estimation for mixing and size-biased data, Invariance principles under weak dependence, A unified approach to self-normalized block sampling, Nonparametric transformation to white noise, Bootstrap uniform central limit theorems for Harris recurrent Markov chains, Hypothesis testing for families of ergodic processes, Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes, Approximation of distributions of sums of weakly dependent random variables by the normal distribution, On the weak invariance principle for stationary sequences under projective criteria, Consistency of a nonparametric estimate of a density function for dependent variables, On ergodic properties for harmonic crystals, Some conditional results for conditionally strong mixing sequences of random variables, An empirical central limit theorem for dependent sequences, An oracle inequality for regularized risk minimizers with strongly mixing observations, On the asymptotic normality of frequency polygons for strongly mixing spatial processes, Density estimation for nonisotropic random fields, Strong approximation results for the empirical process of stationary sequences, Extremal memory of stochastic volatility with an application to tail shape inference, Nonparametric regression estimation for random fields in a fixed-design, Renewal type bootstrap for Markov chains, Asymptotics of the signed-rank estimator under dependent observations, A measure of dependence for cryptographic primitives relative to ideal functions, Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors, Nonparametric estimation of the residual entropy function with censored dependent data, A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle, A quenched weak invariance principle, A note on weak convergence of the sequential multivariate empirical process under strong mixing, Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator, Strong consistency of density estimation by orthogonal series methods for dependent variables with applications, Estimation in semi-parametric regression with non-stationary regressors, A conversation with Murray Rosenblatt, Central limit theorems under weak dependence, Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications, Analysis of rounded data from dependent sequences, Empirical distribution functions and functions of order statistics for mixing random variables, On the dependency for asymptotically independent estimates, A note on nonparametric density estimation for dependent variables using a delta sequence, Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields, Strong mixing properties of max-infinitely divisible random fields, Split invariance principles for stationary processes, A general central limit theorem for strong mixing sequences, Deviation inequalities for separately Lipschitz functionals of iterated random functions, Strong approximation of partial sums under dependence conditions with application to dynamical systems, A Bernstein type inequality and moderate deviations for weakly dependent sequences, Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows, Quadratic errors for nonparametric estimates under dependence, How the instability of ranks under long memory affects large-sample inference, Fixed design regression for time series: Asymptotic normality, A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data, Almost sure functional central limit theorems for weakly dependent sequences, Robust nonparametric regression in time series, A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model, Confidence intervals based on estimators with unknown rates of convergence, Holderian weak invariance principle for stationary mixing sequences, Strong consistency and rates for deconvolution of multivariate densities of stationary processes, Kernel estimation for additive models under dependence, Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes, Convergence analysis of an online approach to parameter estimation problems based on binary observations, Convergence to equilibrium distribution. The Klein-Gordon equation coupled to a particle, Minimal conditions in \(p\)-stable limit theorems, A local cross-validation algorithm for dependent data, On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes, Leo Breiman: An important intellectual and personal force in statistics, my life and that of many others, Weakly dependent functional data, The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis, Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence, The central limit theorem for piecewise linear transformations, Subsampling \(p\)-values, Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates, Stable marked point processes, Spectral estimation of Hawkes processes from count data, Conditional independence, conditional mixing and conditional association, Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence, Rank test for heteroscedastic functional data, On the asymptotic joint distribution of sample space-time covariance estimators, An empirical central limit theorem in L\(^1\) for stationary sequences, A generalization of Hoeffding's lemma, and a new class of covariance inequalities, Estimate of the convergence rate in the central limit theorem for weakly dependent random variables, Estimation of the Renyi's residual entropy of order \(\alpha\) with dependent data, Weak dependence, models and some applications, Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples, Asymptotic results for the empirical process of stationary sequences, Chain rule density estimates, Adaptive density deconvolution with dependent inputs, Plug-in bandwidth selection in kernel hazard estimation from dependent data, Asymptotic analysis of a certain random differential equation, Rate of convergence in the central limit theorem for random variables with strong mixing, A maximal moment inequality for \(\alpha \)-mixing sequences and its applications, On the asymptotical normality of statistical solutions for harmonic crystals in half-space, A central limit theorem for the response of filters with vanishing bandwidths, Empirical distributions in marked point processes, Misspecified models with dependent observations, Limit theorems for stationary random evolutions, Nonparametric regression estimation in models with weak error's structure, Multilinear forms and measures of dependence between random variables, Necessary and sufficient conditions for the conditional central limit theorem, Mean squared error properties of the kernel-based multi-stage median predictor for time series, On convergence rates for quadratic errors in kernel hazard estimation, The functional central limit theorem under the strong mixing condition, A new weak dependence condition and applications to moment inequalities, Mixing sequences, and mixingales in quantum probability spaces, Density estimation for time series by histograms, Probability density estimation from dependent observations using wavelets orthonormal bases, Kernel estimation of the density of a statistic, Change-point detection based on weighted two-sample U-statistics, Model-free bootstrap for a general class of stationary time series, On the strong uniform consistency of density estimation for strongly dependent sequences, Targeted principal components regression, The stopped clock model, Optimal difference-based variance estimators in time series: a general framework, Robust \(m\)-interval detection procedures for strong mixing noise, Nonparametric estimation of density derivatives of dependent data, Rates of convergence in the central limit theorem for martingales in the non stationary setting, About the Berry-Esseen theorem for weakly dependent sequences, A CLT for the periodograms of a \(p\)-mixing random field, A particle-learning-based approach to estimate the influence matrix of online social networks, Subsampling for heteroskedastic time series, The bootstrap of the mean for strong mixing sequences under minimal conditions, Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields, Frequency polygons for weakly dependent processes, Long memory processes and fractional integration in econometrics, Multivariate regression estimation: Local polynomial fitting for time series, Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series, Nonparametric discrimination of areal functional data, The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences, Orthogonal series estimates on strong spatial mixing data, Asymptotic Palm likelihood theory for stationary point processes, Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors, Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables, The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions, Lasso guarantees for \(\beta \)-mixing heavy-tailed time series, Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes, Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples, Sparsity considerations for dependent variables, A note on the central limit theorems for dependent random variables, Recovery guarantees for polynomial coefficients from weakly dependent data with outliers, A covariance formula for topological events of smooth Gaussian fields, Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains, The generalization performance of ERM algorithm with strongly mixing observations, On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables, Weak dependence and GMM estimation of supOU and mixed moving average processes, A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model, A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions, Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff, On the evolution of the united kingdom price distributions, Discrete rough paths and limit theorems, On a class of recursive estimators for spatially dependent observations, Uncertainty quantification of stochastic simulation for black-box computer experiments, The rate of complete consistency for recursive probability density estimator under strong mixing samples, Dependence and mixing for perturbations of copula-based Markov chains, Nonparametric density estimation for spatial data with wavelets, On the estimation of density-weighted average derivative by wavelet methods under various dependence structures, Piecewise linear density estimation for sampled data, Characterization of regular Markov chains for asymptotically independent variables, Coupling for \(\tau\)-dependent sequences and applications, Bootstrapping nonparametric prediction intervals for conditional value-at-risk with heteroscedasticity, Non-parametric estimation of Kullback-Leibler discrimination information based on censored data, A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\), New dependence coefficients. Examples and applications to statistics, Comparing the marginal densities of two strictly stationary linear processes, Stabilization of space-time statistical solutions for harmonic crystals, On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables, Functional CLT for nonstationary strongly mixing processes, Average treatment effects in the presence of unknown interference, Convergence rates of wavelet density estimators for strongly mixing samples, Learning can generate long memory, Some bounds for the distribution of sums of weakly independent random variables, Kernel estimation of the survival function and hazard rate under weak dependence, Rank statistics for serial dependence, On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data, Finite state bilaterally deterministic strongly mixing processes, Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin, Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management, Terminal-dependent statistical inference for the integral form of FBSDE, Thermodynamic limit and central limit theorem for point random fields in non-ergodic case, Normal deviation of synchronization of stochastic coupled systems, Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence, Deviation inequalities for separately Lipschitz functionals of composition of random functions, Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method, Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition, Linear systems and normality, On the simultaneous behavior of the dependence coefficients associated with three mixing conditions, Functional estimation for time series: Uniform convergence properties, Generating diffusions with fractional Brownian motion, A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN, Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems, On the subsample bootstrap variance estimation, A restricted dichotomy of equivalence classes for some measures of dependence, Whittle estimation based on the extremal spectral density of a heavy-tailed random field, Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process, Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis, Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples, Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths, Estimation for partially linear additive regression with spatial data, Probability inequalities for sums of weakly dependent random variables, Central limit theorems for high dimensional dependent data, Off-policy evaluation in partially observed Markov decision processes under sequential ignorability, Ildar Abdullovich Ibragimov (on his ninetieth birthday), Stein's method, Gaussian processes and palm measures, with applications to queueing, Statistical inference on stationary shot noise random fields, Asymptotic expansions for sums of weakly dependent random vectors, Nonparametric two-step regression estimation when regressors and error are dependent, Sequential point estimation for branching processes i, subcritical case, ON THE SPECTRAL MEASURES OF SOME WEAKLY STATIONARY SEQUENCES INVOLVING RANDOMLY SPACED OBSERVATIONS, A Functional Wavelet–Kernel Approach for Time Series Prediction, Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean, LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS, Mixed‐Norm Spaces and Prediction of SαS Moving Averages, Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs, k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA, Tail-risk protection trading strategies, On multivariate variable-kernel density estimates for time series, Non-parametric regression for spatially dependent data with wavelets, Density estimation for spatial-temporal models, On local linear regression for strongly mixing random fields, The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data, Measuring nonlinear dependence in time-series, a distance correlation approach, Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences, Nonparametric statistics of dynamic networks with distinguishable nodes, Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators, KERNEL REGRESSION SMOOTHING OF TIME SERIES, Pointwise adaptive estimation of the marginal density of a weakly dependent process, FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS, Asymptotic normality of residual density estimator in stationary and explosive autoregressive models, A functional central limit theorem for strongly mixing sequences of random variables, Substationarity for spatial point processes, Nonparametric estimation of the marginal effect in fixed-effect panel data models, A deviation bound for α-dependent sequences with applications to intermittent maps, Mixing properties and central limit theorem for associated point processes, A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey, Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection, Tests of periodicity with missing observations, Asymptotic normality for kernel weighted averages estimation, Finite-size analysis of continuous variable source-independent quantum random number generation, A marked point process perspective in fitting spatial point process models, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, A distance-based test of independence between two multivariate time series, Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data, Probabilistic and Deterministic Averaging, Testing monotonicity of a hazard: asymptotic distribution theory, MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES, Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions, Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours, On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions, Block bootstrap for dependent errors-in-variables, Fast learning from \(\alpha\)-mixing observations, The strong mixing and the selfdecomposability properties, Distribution theory for the Studentized mean for long, short, and negative memory time series, On a theorem of gordin, Non-parametric estimation of the generalized past entropy function with censored dependent data, Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series, On the rate of convergence of recursive kernel estimates of probability densities, Testing Independence in Linear Process with Non-Normal Innovations, On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem, Convergence rates of the strong law for stationary mixing sequences, NONPARAMETRIC ESTIMATORS FOR TIME SERIES, Rational expectations equilibria of economies with local interactions, Two central limit problems for dependent random variables, Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters, Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data, Asymptotic normality of kernel estimates in a regression model for random fields, A New Test for Checking the Equality of the Correlation Structures of two time Series, Qualitative robustness of statistical functionals under strong mixing, Consistency of a nearest neighbor density estimator for dependent variables, A semiparametric model for heterogeneous panel data with fixed effects, On the Central Limit Theorem for Dynamical Systems, Some mixing properties of conditionally independent processes, Local Linear M-estimation in non-parametric spatial regression, UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES, ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES, On the strong mixing and weak Bernoulli conditions, Nonparametric Estimation of the Geometric Vitality Function, Central limit theorem for sampled sums of dependent random variables, Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences, Central Limit Theorems for dependent variables. I, AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES, On certain systems of almost independent functions, Remarks on Asymptotic Independence, Advances on asymptotic normality in non-parametric functional time series analysis, Adaptive bandwidth choice, Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data, The central limit theorem for a class of stochastic processes, Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods, Normal approximation for associated point processes via Stein's method with applications to determinantal point processes, Asymptotics of minimum distance estimator in linear regression models under strong mixing, Wavelet-Based estimation of multivariate regression functions in besov spaces*, Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, A new covariance inequality and applications., Normalité asymptotique d'estimateurs convergents du mode conditionnel, The conditional central limit theorem in Hilbert spaces., About the Lindeberg method for strongly mixing sequences, The analysis of correlation integrals in terms of extremal value theory, Multivariate regression estimation with errors-in-variables for stationary processes, LocalL-estimators for nonparametric regression under dependence, Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model, On kernel estimators of density for reversible Markov chains, Data driven smooth test of comparison for dependent sequences, The almost sure invariance principle for beta-mixing measures, THE CENTRAL LIMIT THEOREM FOR UNIFORMLY STRONG MIXING MEASURES