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

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Foundations of stochastic processes (60G05)

Related Items (20)

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

Cites Work

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• Exponential Convergence Rates for the Law of Large Numbers
• On the central limit theorem for stationary processes
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Limiting behavior of one-sample rank-order statistics for absolutely regular processes
• A Note on Quantiles in Large Samples
• An Extension of S. N. Bernstein’s Inequalities to Multidimensional Distributions
• Convergence Rates for the Law of the Iterated Logarithm
• The central limit problem for mixing sequences of random variables
• Probability Inequalities for Sums of Independent Random Variables

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