scientific article; zbMATH DE number 5275983
zbMATH Open1137.62027MaRDI QIDQ3498641FDOQ3498641
Authors: Wei Biao Wu 
Publication date: 16 May 2008
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N1/J18N115/J18N115.html
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predictionnonlinear time seriesGaussian processmartingaleweak convergenceHardy inequalitymaximal inequalitylinear processesshort-range dependencetightnessARCH modelslinear processiterated random functions
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stochastic processes (60G99)
Cited In (27)
- Empirical processes of multidimensional systems with multiple mixing properties
- Empirical process theory for locally stationary processes
- Approximating class approach for empirical processes of dependent sequences indexed by functions
- Asymptotics of nonparametric L-1 regression models with dependent data
- An empirical process central limit theorem for multidimensional dependent data
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application
- Towards a general theory for nonlinear locally stationary processes
- Asymptotic results for the empirical process of stationary sequences
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- New techniques for empirical processes of dependent data
- Stationarity of independent sequences
- Empirical process theory for nonsmooth functions under functional dependence
- Forecast dominance testing via sign randomization
- A modified functional delta method and its application to the estimation of risk functionals
- Asymptotics for statistical functionals of long-memory sequences
- Oscillations of empirical distribution functions under dependence
- Sequential Empirical Process of Independence
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
- Sufficient sequences and state-space models for random processes
- Strong approximation results for the empirical process of stationary sequences
- Kernel estimation for time series: an asymptotic theory
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
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- An empirical central limit theorem for intermittent maps
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