Moment inequalities for mixing sequences of random variables
From MaRDI portal
Publication:3756215
Recommendations
Cites work
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A Bilaterally Deterministic ρ-Mixing Stationary Random Sequence
- A note on empirical processes of strong-mixing sequences
- A note on strong mixing of ARMA processes
- A note on two measures of dependence and mixing sequences
- Absolute regularity and functions of Markov chains
- Approximation theorems for strongly mixing random variables
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Das statistische Problem der Korrelation als Variations‐ und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung
- Equivalent measures of dependence
- Examples of mixing sequences
- Identical mixing rates
- Invariance Principle for Weakly Dependent Variables
- Invariance principles for mixing sequences of random variables
- Mixing Conditions for Markov Chains
- Moment bounds for stationary mixing sequences
- Moment inequalities for mixing sequences
- Multilinear forms and measures of dependence between random variables
- On Strong Mixing Conditions for Stationary Gaussian Processes
- On the Strong Mixing Property for Linear Sequences
- On the \(\varphi\)-mixing condition for stationary random sequences
- On the strong law of large numbers for a class of stochastic processes
- On the strong mixing and weak Bernoulli conditions
- Path properties of successive sample minima from stationary processes
- Some Limit Theorems for Random Functions. I
- Some Limit Theorems for Stationary Processes
- Some mixing properties of time series models
- Strong mixing properties of linear stochastic processes
- The Invariance Principle for Stationary Processes
- The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
- The central limit problem for mixing sequences of random variables
- The maximum term of uniformly mixing stationary processes
Cited in
(78)- Central limit theorems for generalizedU-statistics with applications in nonparametric specification
- \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
- Semiparametric regression under long-range dependent errors.
- On Conditional Independence, Mixing, and Association
- Random central limit theorems for linear processes with weakly dependent innovations
- Central limit theorems for nonparametric estimators with real-time random variables
- A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables
- Minimum distance regression-type estimates with rates under weak dependence
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- Maximal moment inequality for partial sums of \(\rho\)-mixing sequences and its applications
- A central limit theorem for a random quadratic form of strictly stationary processes
- Moment bounds for mixing random variables useful in nonparametric function estimation
- Mark to market value at risk
- On the Berry-Esséen bound of frequency polygons for \(\phi\)-mixing samples
- The mixing advantage for bounded random variables
- Stationarity test based on density approach
- Nonparameteric estimation in mixing sequences of random variables
- Multiplier subsample bootstrap for statistics of time series
- Bernstein inequalities and inverse moments for mixing sequences
- Nonparametric estimation of density derivatives of dependent data
- Kernel estimation for stationary density of Markov chains with general state space
- Subgroup analysis for longitudinal data via semiparametric additive mixed effects model
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Maximal moment inequality for partial sums of strong mixing sequences and application
- On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
- scientific article; zbMATH DE number 3866370 (Why is no real title available?)
- Nonparametric estimation of the hazard function under dependence conditions
- Consistent regression estimation with fixed design points under dependence conditions
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
- scientific article; zbMATH DE number 5181685 (Why is no real title available?)
- Dependence and the dimensionality reduction principle
- Nonparametric conditional predictive regions for time series
- Wavelet detection of change points in hazard rate models with censored dependent data
- On the uniform consistency of frequency polygons for \(\psi\)-mixing samples
- Conditional independence, conditional mixing and conditional association
- Generalized spectral testing for multivariate continuous-time models
- A plug-in technique in nonparametric regression with dependence
- Probability inequalities for multiplicative sequences of random variables
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
- Fixed design regression for time series: Asymptotic normality
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
- Generalized minimum distance estimators of a linear model with correlated errors.
- Some inequalities for strong mixing random variables with applications to density estimation
- Kernel density estimator for strong mixing processes
- Some moment inequalities and applications
- Model specification tests in nonparametric stochastic regression models
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
- Exponential inequalities for associated random variables and strong laws of large numbers
- Consistent estimation of the bispectral density function of a harmonizable process
- A study on bandwidth selection in density estimation under dependence
- Nonparametric estimation in time series with measurement errors
- Some preliminary results on conditionally \(\psi\)-mixing sequences of random variables
- Asymptotics of minimum distance estimator in linear regression models under strong mixing
- Asymptotic normality of convergent estimates of conditional quantiles
- Specification testing for conditional moment restrictions under local identification failure
- The central limit theorem for degenerate variable \(U\)-statistics under dependence
- Mean squared error properties of the kernel-based multi-stage median predictor for time series
- On the sample variance of linear statistics derived from mixing sequences
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
- Comparison of moments for tangent sequences of random variables
- Using bimodal kernel for inference in nonparametric regression with correlated errors
- Regression function estimation from dependent observations
- Some conditional results for conditionally strong mixing sequences of random variables
- Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses
- Nonparametric estimation in econometrics
- Nonparametric regression estimation under mixing conditions
- Estimation of the asymptotic variance of kernel density estimators for continuous time processes
- Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation
- scientific article; zbMATH DE number 590294 (Why is no real title available?)
- Hazard rate estimation under dependence conditions
- Some asymptotic properties of an estimate of the survival function under dependence conditions
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
- Convergence to stable laws in Mallows distance for mixing sequences of random variables
This page was built for publication: Moment inequalities for mixing sequences of random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3756215)
