Non-strong mixing autoregressive processes
From MaRDI portal
Publication:3345519
DOI10.2307/3213710zbMath0552.60049OpenAlexW2069262403MaRDI QIDQ3345519
Publication date: 1984
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213710
Related Items (only showing first 100 items - show all)
Greedy algorithms for prediction ⋮ Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations ⋮ Lasso-driven inference in time and space ⋮ A note on strong mixing of ARMA processes ⋮ Conditional empirical, quantile and difference processes for a large class of time series with applications ⋮ A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS ⋮ A central limit theorem for endogenous locations and complex spatial interactions ⋮ Asymptotic behavior of \(L\)-statistics for a large class of time series ⋮ On Fixed Design Regression for General Linear Processes ⋮ LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES ⋮ Self-normalized Cramér-type moderate deviations under dependence ⋮ Limiting law results for a class of conditional mode estimates for functional stationary ergodic data ⋮ Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ The moving blocks bootstrap and robust inference for linear least squares and quantile regressions ⋮ Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties ⋮ Limit theorems for functionals of moving averages ⋮ On the power of the KPSS test of stationarity against fractionally-integrated alternatives ⋮ Extremal memory of stochastic volatility with an application to tail shape inference ⋮ A proof of consistency of the MLE for nonlinear Markov-switching AR processes ⋮ Asymptotics of nonparametric L-1 regression models with dependent data ⋮ Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics ⋮ Uniform change point tests in high dimension ⋮ Weak dependence of point processes and application to second-order statistics† ⋮ Some recent theory for autoregressive count time series ⋮ Phantom distribution functions for some stationary sequences ⋮ Local polynomial fitting under association ⋮ Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency ⋮ Detecting and estimating changes in dependent functional data ⋮ Least absolute error estimation in the presence of serial correlation ⋮ Asymptotic behavior of central order statistics from stationary processes ⋮ On weak invariance principles for sums of dependent random functionals ⋮ Consistency results for the kernel density estimate on continuous time stationary and dependent data ⋮ Model selection for weakly dependent time series forecasting ⋮ Changepoint in dependent and non-stationary panels ⋮ Gaussian approximation for high dimensional vector under physical dependence ⋮ Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes ⋮ Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours ⋮ Statistical inference of spectral estimation for continuous-time MA processes with finite second moments ⋮ A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields ⋮ Covariance matrix estimation for stationary time series ⋮ Additive regression model for stationary and ergodic continuous time processes ⋮ Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results ⋮ Block bootstrap for dependent errors-in-variables ⋮ Kernel density estimation for spatial processes: The \(L_{1}\) theory ⋮ 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 ⋮ \(M\)-procedures for detection of a change under weak dependence ⋮ Absolute regularity and ergodicity of Poisson count processes ⋮ A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model ⋮ Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff ⋮ GARCH (1,1) processes are near epoch dependent ⋮ Curve estimation for \(m_ n\)-decomposable time series including bilinear processes ⋮ Uniform nonparametric inference for time series ⋮ Asymptotic spectral theory for nonlinear time series ⋮ Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors ⋮ Comments on ``Unbiased estimates for moments and cumulants in linear regression ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Long-term and short-term price memory in the stock market ⋮ Variable screening for high dimensional time series ⋮ Weakly dependent chains with infinite memory ⋮ Testing Independence in Linear Process with Non-Normal Innovations ⋮ Nonparametric density estimation for nonmixing approximable stochastic processes ⋮ On spatial processes and asymptotic inference under near-epoch dependence ⋮ Subsampling weakly dependent time series and application to extremes ⋮ On the maximum of covariance estimators ⋮ Bahadur representation for \(U\)-quantiles of dependent data ⋮ On linear processes with dependent innovations ⋮ Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors ⋮ Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric ⋮ Weakly dependent functional data ⋮ Coupling for \(\tau\)-dependent sequences and applications ⋮ On weak dependence conditions: the case of discrete valued processes ⋮ A note on the Lynden-Bell estimator under association ⋮ Lasso Inference for High-Dimensional Time Series ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions ⋮ New dependence coefficients. Examples and applications to statistics ⋮ Stationarity and geometric ergodicity of BEKK multivariate GARCH models ⋮ Multivariate count autoregression ⋮ Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence ⋮ Geometric and long run aspects of Granger causality ⋮ Generalised kernel smoothing for non-negative stationary ergodic processes ⋮ Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate ⋮ Nonparametric spatial regression under near-epoch dependence ⋮ A generalization of Hoeffding's lemma, and a new class of covariance inequalities ⋮ UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES ⋮ Weak dependence, models and some applications ⋮ Adaptive density estimation under weak dependence ⋮ Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series ⋮ Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series ⋮ \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data ⋮ Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods ⋮ Break detection in the covariance structure of multivariate time series models ⋮ Moment bounds for large autocovariance matrices under dependence ⋮ Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data ⋮ Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. ⋮ Nonparametric prediction for random fields ⋮ Data driven smooth test of comparison for dependent sequences ⋮ Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
This page was built for publication: Non-strong mixing autoregressive processes