scientific article
From MaRDI portal
Publication:3886625
zbMath0443.60083MaRDI QIDQ3886625
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05) One-parameter continuous families of measure-preserving transformations (28D10)
Related Items (92)
Renewal theorem for a class of stationary sequences ⋮ Density estimation for time series by histograms ⋮ Shift-coupling in continuous time ⋮ Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean ⋮ Invariance principles under a two-part mixing assumption ⋮ Single-server queues with spatially distributed arrivals ⋮ Moderate deviations for stationary sequences of bounded random variables ⋮ Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution ⋮ On time- and cycle-stationarity ⋮ Non-parametric regression for spatially dependent data with wavelets ⋮ Random walks on lattices with points of two colors. II: Some rigorous inequalities for symmetric random walks ⋮ Consistency of a nonparametric least squares estimator in integer-valued GARCH models ⋮ Multiple block sizes and overlapping blocks for multivariate time series extremes ⋮ An empirical central limit theorem for dependent sequences ⋮ Coupling surfaces and weak Bernoulli in one and higher dimensions ⋮ On nonparametric classification for weakly dependent functional processes ⋮ Local limit theorem for the distibution of sn ⋮ Adaptive estimation for stochastic damping Hamiltonian systems under partial observation ⋮ The bootstrap for empirical processes based on stationary observations ⋮ Mixing properties of the generalized \(T,T^{-1}\)-process ⋮ Adaptive density estimation on bounded domains under mixing conditions ⋮ Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data ⋮ On the disjoint and sliding block maxima method for piecewise stationary time series ⋮ Limit theorem for random walk in weakly dependent random scenery ⋮ Sharp optimality for high-dimensional covariance testing under sparse signals ⋮ Finitely determined processes - An indiscrete approach ⋮ Random Walks with Stochastically Bounded Increments: Renewal Theory ⋮ Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes ⋮ Nonparametric regression with martingale increment errors ⋮ On the accuracy of multivariate compound Poisson approximation. ⋮ A multi-dimensional renewal theorem for finite Markov chains ⋮ Absolute regularity and functions of Markov chains ⋮ Optimal model selection for density estimation of stationary data under various mixing condi\-tions ⋮ Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes ⋮ A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions ⋮ Random forests for time-dependent processes ⋮ On exceedances of high levels ⋮ Extreme value copula estimation based on block maxima of a multivariate stationary time series ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Uniform Cesaro limit theorems for synchronous processes with applications to queues ⋮ Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes ⋮ Transforming random elements and shifting random fields ⋮ Sums of weakly dependent random variables ⋮ On recurrence ⋮ Asymptotics for panel quantile regression models with individual effects ⋮ On a very weak bernoulli condition† ⋮ On a ‘Replicating Character String’ Model ⋮ Shift-coupling ⋮ Stationary measures for randomly chosen maps ⋮ Super optimal rates for nonparametric density estimation via projection estimators ⋮ A Note on Nonparametric Regression with β-Mixing Sequences ⋮ M-estimators with non-standard rates of convergence and weakly dependent data ⋮ The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ ⋮ Coupling for \(\tau\)-dependent sequences and applications ⋮ Asymptotische Gleichverteilungseigenschaften von Summen schwach abhängiger Zufallsgrößen ⋮ Drift estimation on non compact support for diffusion models ⋮ New dependence coefficients. Examples and applications to statistics ⋮ The \(T,T^{-1}\)-process, finitary codings and weak Bernoulli ⋮ BlockShrink Wavelet Density Estimator in ϕ-Mixing Framework ⋮ Weak convergence of the tail empirical process for dependent sequences ⋮ Natural extensions for the Rosen fractions ⋮ Measuring correlations of integrated but not cointegrated variables: a semiparametric approach ⋮ Recurrence and transience for random walks with stationary increments ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria ⋮ Bernstein-type inequality for a class of dependent random matrices ⋮ On the modified Palm version ⋮ Central limit theorem for sampled sums of dependent random variables ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Adaptive density deconvolution with dependent inputs ⋮ On the rate of convergence for the length of the longest common subsequences in hidden Markov models ⋮ Periodicity and absolute regularity ⋮ Mixing properties of non-stationary INGARCH(1, 1) processes ⋮ Regenerative properties of the linear Hawkes process with unbounded memory ⋮ Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data ⋮ Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings ⋮ Exact coupling of random walks on Polish groups ⋮ Moment bounds for large autocovariance matrices under dependence ⋮ Treelike queueing networks: Asymptotic stationarity and heavy traffic ⋮ Functional estimation for time series: Uniform convergence properties ⋮ Renewal in Hawkes processes with self-excitation and inhibition ⋮ Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection ⋮ Strong consistency of a kernel-based rule for spatially dependent data ⋮ Shift–Coupling and Maximality ⋮ Some mixing properties of time series models ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence ⋮ Approximation and exponential inequalities for sums of dependent random vectors ⋮ On the Markov renewal theorem ⋮ Convergence rates in the strong law for bounded mixing sequences ⋮ Shift-coupling and a zero-one law for random walk in random environment ⋮ On coupling of stochastic processes with embedded point processes ⋮ Coupling of convergence of random elements, processes, and regenerative processes ⋮ Some remarks on coupling of dependent random variables
This page was built for publication:
