scientific article; zbMATH DE number 1005342
From MaRDI portal
Publication:4335412
zbMath0889.60001MaRDI QIDQ4335412
Publication date: 29 April 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
central limit theoreminvariance principlestrong mixingweak dependencemaximal correlation coefficientuniform mixing
Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Zero-one laws (60F20) Functional limit theorems; invariance principles (60F17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (only showing first 100 items - show all)
Further research on limit theorems for self-normalized sums ⋮ Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration ⋮ On mixing conditions in proving the asymptotical normality for harmonic crystals ⋮ Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency ⋮ Approximate properties of stochastic functional differential equations with singular perturbations ⋮ Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach ⋮ Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons ⋮ Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions ⋮ Estimation of the limit variance for sums under a new weak dependence condition ⋮ Wavelet estimation in time-varying coefficient time series models with measurement errors ⋮ Terminal-Dependent Statistical Inferences for FBSDE ⋮ Variable selection for partially time-varying coefficient error-in-variables models ⋮ On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions ⋮ Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure ⋮ Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences ⋮ Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes ⋮ Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences ⋮ Some preliminary results on conditionally ψ-mixing sequences of random variables ⋮ A Consistent Estimator for Linear Models with Dependent Observations ⋮ A central limit theorem for endogenous locations and complex spatial interactions ⋮ Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data ⋮ Inference for Structural Breaks in Spatial Models ⋮ Krigings over space and time based on latent low-dimensional structures ⋮ On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables ⋮ Assessing the Goodness-of-Fit of Hidden Markov Models ⋮ Empirical likelihood for partially time-varying coefficient models with dependent observations ⋮ Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications ⋮ On normal approximation of discounted and strongly mixing random variables ⋮ The variance of partial sums of strong near-epoch dependent variables ⋮ RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS ⋮ On complete convergence for arrays of rowwise dependent random variables ⋮ The invariance principle for \(p\)-\(\vec\theta\) chain ⋮ Maximal moment inequality for partial sums of strong mixing sequences and application ⋮ Nonparametric testing for smooth structural changes in panel data models ⋮ The Spitzer law for ψ-mixing random variables ⋮ Local linear estimation of a generalized regression function with functional dependent data ⋮ Unit root testing in presence of a double threshold process ⋮ Limit theorems for the discount sums of moving averages ⋮ On Some Properties of Autopersistence Functions and Autopersistence Graphs ⋮ Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences ⋮ Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models ⋮ Analysis of the finiteness for the first collision time between two randomly moving particles ⋮ Convergence rates of tail probabilities for sums under dependence assumptions ⋮ Statistical inference in partially time-varying coefficient models ⋮ Self-organisation in cellular automata with coalescent particles: qualitative and quantitative approaches ⋮ Unnamed Item ⋮ Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors ⋮ A generalized urn with multiple drawing and random addition ⋮ Convergence of partial sum processes to stable processes with application for aggregation of branching processes ⋮ On Marcinkiewicz-Zygmund laws ⋮ Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors ⋮ Asymptotic Palm likelihood theory for stationary point processes ⋮ Lil behavior for weakly dependent random variables in Banach spaces ⋮ Estimation in semi-parametric regression with non-stationary regressors ⋮ A moment maximal inequality for dependent random variables ⋮ Asymptotic properties of hybrid random processes modulated by Markov chains ⋮ Marcinkiewicz laws with infinite moments ⋮ On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables ⋮ Empirical likelihood inference for partially time-varying coefficient errors-in-variables models ⋮ Limit theorems for the empirical distribution function in the spatial case. ⋮ Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence ⋮ On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables ⋮ A general central limit theorem for strong mixing sequences ⋮ Strong approximation of partial sums under dependence conditions with application to dynamical systems ⋮ Clustering in a stochastic model of one-dimensional gas ⋮ Strong invariance principles for dependent random variables ⋮ Unnamed Item ⋮ The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence ⋮ Portmanteau-type tests for unit-root and cointegration ⋮ Almost sure functional central limit theorems for weakly dependent sequences ⋮ Wavelet estimation in varying coefficient models for censored dependent data ⋮ Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ On the discounted global CLT for some weakly dependent random variables ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ A fast algorithm for the estimation of statistical error in DNS (or experimental) time averages ⋮ Median-based estimation of the intensity of a spatial point process ⋮ Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration ⋮ Change point estimators by local polynomial fits under a dependence assumption ⋮ Asymptotics for weakly dependent errors-in-variables ⋮ Asymptotic properties of nonparametric M-estimation for mixing functional data ⋮ Learning from dependent observations ⋮ Convergence of weighted linear process for \(\rho \)-mixing random variables ⋮ Semiparametric trending panel data models with cross-sectional dependence ⋮ Wavelet-M-estimation for time-varying coefficient time series models ⋮ On the estimation of density-weighted average derivative by wavelet methods under various dependence structures ⋮ On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data ⋮ A self-normalized invariance principle for a \(\phi\)-mixing sequence ⋮ Robust estimation of AR coefficients under simultaneously influencing outliers and missing values ⋮ LIL behavior for B-valued strong mixing random variables ⋮ Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models ⋮ Sum-functions of spacings of increasing order ⋮ Estimation of the Entropy Functional from Dependent Samples ⋮ Estimation in semiparametric spatial regression ⋮ Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data ⋮ On normal approximation for strongly mixing random variables ⋮ Asymptotic normality of wavelet estimator for strong mixing errors ⋮ Unnamed Item ⋮ The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables ⋮ Strong approximation for a class of stationary processes
This page was built for publication:
