scientific article; zbMATH DE number 3149369

Cited in

(34)

Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
Central limit theorem for weakly dependent variables
Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence
Terminal-dependent statistical inference for the FBSDEs models
Perturbation vectors
Almost sure versions of distributional limit theorems for certain order statistics.
Strong approximation for \(\rho \)-mixing sequences
Breaking a chain of interacting Brownian particles
Rates of convergence in the central limit theorem for martingales in the non stationary setting
A covariance formula for topological events of smooth Gaussian fields
Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces
Non-parametric Poisson regression from independent and weakly dependent observations by model selection
Variable prioritization in nonlinear black box methods: a genetic association case study
The consistency for the estimators of semiparametric regression model based on weakly dependent errors
Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
Precise rates in complete moment convergence for \(\rho \)-mixing sequences
Upper-lower class tests and frequency results along subsequences
On the intersection between the trajectories of a normal stationary stochastic process and a high level
Infinite Hankel matrices and generalized Caratheodory-Fejer and Riesz problems
Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences
Two-step estimation for inhomogeneous spatial point processes
Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
Bernstein-type inequality for weakly dependent sequence and its applications
On the asymptotic normality of frequency polygons for strongly mixing spatial processes
A strictly stationary -mixing process satisfying the central limit theorem but not the weak invariance principle
Instants of small amplitude of Brownian motion and application to the Kubilius model
Decomposition of Gaussian processes, and factorization of positive definite kernels
Holderian weak invariance principle for stationary mixing sequences
On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
scientific article; zbMATH DE number 7709548 (Why is no real title available?)
A note on the inverse moments for nonnegative -mixing random variables
Comments on ``Unbiased estimates for moments and cumulants in linear regression
Ordinal patterns based testing of spatial independence in irregular spatial structures
A conversation with Murray Rosenblatt

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