On Strong Mixing Conditions for Stationary Gaussian Processes
From MaRDI portal
Publication:3291947
DOI10.1137/1105018zbMath0106.12005OpenAlexW1977687650MaRDI QIDQ3291947
Yu. A. Rozanov, A. N. Kolmogorov
Publication date: 1961
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1105018
Related Items
The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a \(\rho\)-mixing, Weighted version of strong law of large numbers for a class of random variables and its applications, Probability density estimation from dependent observations using wavelets orthonormal bases, A unified approach to self-normalized block sampling, A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications, Model selection for (auto-)regression with dependent data, Between local and global logarithmic averages, Geometric Representation of High Dimension, Low Sample Size Data, Non-parametric regression for spatially dependent data with wavelets, WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS, A CLT for the periodograms of a \(p\)-mixing random field, Mixing and moments properties of a non-stationary copula-based Markov process, A central limit theorem for correlated variables with limited normal or gamma distributions, Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces, The asymptotic normality of the linear weighted estimator in nonparametric regression models, Local linear estimation of residual entropy function of conditional distributions, Precise large deviations for dependent regularly varying sequences, Multivariate regression estimation: Local polynomial fitting for time series, Strong consistency and CLT for the random decrement estimator, On the asymptotic normality of sequences of weak dependent random variables, Moment inequalities for mixing sequences of random variables, Inference on high-dimensional mean vectors with fewer observations than the dimension, Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences, Central limit theorem for triangular arrays of non-homogeneous Markov chains, Weighted sums of strongly mixing random variables with an application to nonparametric regression, Consistent causal inference from time series with PC algorithm and its time-aware extension, Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model, Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator, Tests of periodicity with missing observations, A criterion for a continuous spectral density, Strong convergence rates of multiple change-point estimator for ρ-mixing sequence, Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data, Central limit theorems under weak dependence, Ildar Abdullovich Ibragimov (on his ninetieth birthday), On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables, Asymptotic memoryless detection of random signals in dependent noise, Boundary behavior in high dimension, low sample size asymptotics of PCA, Approximate Entropy as an Irregularity Measure for Financial Data, A regression approach for estimating the parameters of the covariance function of a stationary spatial random process, Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises, Predicting Clinical Outcomes in Glioblastoma: An Application of Topological and Functional Data Analysis, -Almost sure convergence for multivariate probability density estimate from dependent observations, Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions, The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, Delay Differential Analysis of Time Series, Distribution theory for the Studentized mean for long, short, and negative memory time series, Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing, Pairs trading based on statistical variability of the spread process, Equivalent conditions of complete moment and integral convergence for a class of dependent random variables, On mixing properties of some INAR models, A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model, Dependence and mixing for perturbations of copula-based Markov chains, Maximum of partial sums and an invariance principle for a class of weak dependent random variables, A functional limit theorem for dependent sequences with infinite variance stable limits, Terminal-Dependent Statistical Inferences for FBSDE, Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes, On the estimation of density-weighted average derivative by wavelet methods under various dependence structures, On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes, Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples, The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis, Subspace rotations for high-dimensional outlier detection, Electrocardiogram classification using delay differential equations, Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates, Some mixing properties of conditionally independent processes, Bernstein-type inequality for a class of dependent random matrices, How can we Define the Concept of Long Memory? An Econometric Survey, 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, Volatility estimation for stochastic PDEs using high-frequency observations, Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management, Terminal-dependent statistical inference for the integral form of FBSDE, Asymptotic analysis of a certain random differential equation, Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations, Two-Stage Procedures for High-Dimensional Data, Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data, Double data piling leads to perfect classification, Spatial rank-based high-dimensional change point detection via random integration, Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory, Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods, Estimating transformation function, PCA consistency in high dimension, low sample size context, On the simultaneous behavior of the dependence coefficients associated with three mixing conditions, A \(\Phi \)-entropy contraction inequality for Gaussian vectors, Empirical likelihood confidence regions for autoregressive models with explanatory variables, Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection, Gaussian approximation of mixing random fields, A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES, On some basic features of strictly stationary, reversible Markov chains, On the isotonic change-point problem, Almost sure invariance principles for mixing sequences of random variables, Maxima of stationary Gaussian processes, Short Range and Long Range Dependence, Remarks on the Burgers Equation