Probability inequalities for sums of absolutely regular processes and their applications

DOI10.1007/BF00534765zbMath0364.60051MaRDI QIDQ4139395

Ken-ichi Yoshihara

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F10: Large deviations

60G05: Foundations of stochastic processes

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Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation, Strong convergence of kernel estimators for product densities of absolutely regular point processes, Convergence of changepoint estimators for weakly dependent data, On the rates in the central limit theorem for weakly dependent random fields, Recursive kernel density estimators under a weak dependence condition, Density estimation for samples satisfying a certain absolute regularity condition, Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes, Invariance principles under a two-part mixing assumption, Exponential inequalities for dependent random variables, Kernel estimation of the survival function and hazard rate under weak dependence, Probability inequalities for sums of weakly dependent random variables, Density estimation for time series by histograms, Order statistics for nonstationary time series, A note on estimates in stochastic programming, Deviations between sample quantiles and empirical processes under absolute regular properties, A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey, Central Limit Theorems for dependent variables. I, NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE

Cites Work

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