Moment bounds for stationary mixing sequences

From MaRDI portal
Publication:4194181

DOI10.1007/BF00534186zbMath0407.60002MaRDI QIDQ4194181

Ryozo Yokoyama

Publication date: 1980

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




Related Items

A new weak dependence condition and applications to moment inequalitiesInvariance principles under weak dependenceLow-rank diffusion matrix estimation for high-dimensional time-changed Lévy processesCentral limit theorems for dependent variables. IIBootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processesNonparametric Quantile Regression Estimation for Functional Dependent DataAsymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random VectorsMoment bounds for mixing random variables useful in nonparametric function estimationNonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing ProcessesHistogram estimation of radon-nikodym derivatives for strong mixing dataCONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITYThe blockwise bootstrap for general empirical processes of stationary sequencesMaximal moment inequality for partial sums of strong mixing sequences and applicationMoment inequalities and the central limit theorem for integrals of random fields with mixingMISE of wavelet estimators for regression derivatives with biased strong mixing dataRandom central limit theorem for the linear process generated by a strong mixing processCapacity of the range of tree-indexed random walkSome conditional results for conditionally strong mixing sequences of random variablesA Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic modelsThe bootstrap for empirical processes based on stationary observationsMoment inequalities for mixing sequences of random variablesSUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUEBootstrapping the empirical distribution function of a spatial processInvariance principles in Besov spaces, Gaussian processes and long-range dependenceNonparametric estimation of the spectral density of amplitude-modulated time series with missing observationsThe stationary bootstrap for the joint distribution of sum and maximum of stationary sequencesThe unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processesOptimal sampling designs for multidimensional streaming time series with application to power grid sensor dataNuisance-parameter-free changepoint detection in non-stationary seriesStrong consistency of the stationary bootstrap under \(\psi\)-weak dependenceStationary bootstrap for kernel density estimators under \(\psi\)-weak dependenceAn almost sure invariance principle for stationary ergodic sequences of Banach space valued random variablesConsistency of minimum description length model selection for piecewise stationary time series modelsChange-point methods for multivariate time-series: paired vectorial observationsConvergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segmentJackknife-blockwise empirical likelihood methods under dependenceEstimation of the moments of weighted sums for mixing processesBOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELSOn the asymptotic variance of the continuous-time kernel density estimatorA stochastic model for evolution of sociality in insects.Specification testing in nonparametric AR‐ARCH modelsWeighted Dickey-Fuller processes for detecting stationarityBlock permutation principles for the change analysis of dependent dataConvergence of processes of step sums on mixing processesWeak convergence for weighted empirical processes of dependent sequencesSpectral density estimation for linear processes with dependent innovationsM-Procedures for Detection of Changes for Dependent Observations ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3313020 Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants] ⋮ On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficientCentral limit theorem by momentsNon-stationary almost sure invariance principle for hyperbolic systems with singularitiesBootstrapping INAR modelsOn the sample variance of linear statistics derived from mixing sequencesA note on moment bounds for strong mixing sequencesSpectral estimation of the Lévy density in partially observed affine modelsEFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONSFixed size confidence regions for parameters of threshold AR(1) modelsEstimation of the asymptotic variance of kernel density estimators for continuous time processesRecords from stationary observations subject to a random trendLimit theorems, scaling of moments and intermittency for integrated finite variance supOU processesExponential inequalities for associated random variables and strong laws of large numbersPanel data analysis with heterogeneous dynamicsLimit theorems for queueing systems with doubly stochastic Poisson arrivals (heavy traffic conditions)Convergence rates of wavelet density estimators for strongly mixing samplesNote on conditional mode estimation for functional dependent dataAsymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent ObservationsWeak convergence in \(L^p(0,1)\) of the uniform empirical process under dependenceStationary bootstrapping for non-parametric estimator of nonlinear autoregressive modelA maximal moment inequality for \(\alpha \)-mixing sequences and its applicationsBootstrap forU-statistics: a new approachAsymptotic normality for density kernel estimators in discrete and continuous timeWavelet regression estimations with strong mixing dataMaximal moment inequality for partial sums of ρ-mixing sequences and its applicationsAsymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functionsEstimation of an autoregressive semiparametric model with exogenous variablesAbout the Lindeberg method for strongly mixing sequencesThe convergence of moments in the central limit theorem for stationary phi-mixing processesOptimal stopping and strong approximation theorems†Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rateBootstrapping the sample means for stationary mixing sequencesDiscontinuities in robust nonparametric regression with α-mixing dependenceLarge-sample normality of the batch-means variance estimatorConvergence rates in the strong law for bounded mixing sequences



Cites Work