scientific article; zbMATH DE number 1005342

Publication date 29 April 1997

central limit theorem invariance principle maximal correlation coefficient strong mixing uniform mixing weak dependence

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Zero-one laws (60F20) Stationary stochastic processes (60G10) Random fields (60G60) Asymptotic distribution theory in statistics (62E20)

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Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
Limiting behavior of certain mixtures of distributions
Asymptotic Palm likelihood theory for stationary point processes
Marcinkiewicz laws with infinite moments
On the strong law of large numbers for -mixing and -mixing random variables
Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
Asymptotic theory of weakly dependent stochastic processes
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Wavelet-M-estimation for time-varying coefficient time series models
Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors
CLT for single functional index quantile regression under dependence structure
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
On some graph-based two-sample tests for high dimension, low sample size data
Terminal-dependent statistical inference for the integral form of FBSDE
Wavelet estimation in time-varying coefficient models
On normal approximation of discounted and strongly mixing random variables
Unit root testing in presence of a double threshold process
Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
Self-organisation in cellular automata with coalescent particles: qualitative and quantitative approaches
A generalized urn with multiple drawing and random addition
Strong invariance principles for dependent random variables
Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics
On the discounted global CLT for some weakly dependent random variables
Convergence of weighted linear process for \(\rho \)-mixing random variables
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Sum-functions of spacings of increasing order
Estimation in semiparametric spatial regression
Asymptotic normality of wavelet estimator for strong mixing errors
Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences
On complete convergence for arrays of rowwise dependent random variables
Maximal moment inequality for partial sums of strong mixing sequences and application
Analysis of the finiteness for the first collision time between two randomly moving particles
Convergence of partial sum processes to stable processes with application for aggregation of branching processes
A central limit theorem for endogenous locations and complex spatial interactions
Robust estimation in parametric time series models under long- and short-range-dependent structures
An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences
Asymptotics for weakly dependent errors-in-variables
A Berry-Esseen type bound of wavelet estimator under linear process errors based on a strong mixing sequence
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Empirical likelihood for partially time-varying coefficient models with dependent observations
Limit theorems for the discount sums of moving averages
On some properties of autopersistence functions and autopersistence graphs
Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence
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Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
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Renorming volatilities in a family of GARCH models
The Spitzer law for \(\psi\)-mixing random variables
A general central limit theorem for strong mixing sequences
Self-normalized sequential change-point detection
On Kolmogorov’s converse inequality for dependent random variables
Unbalanced multi-drawing urn with random addition matrix
Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
Inference for Structural Breaks in Spatial Models
On the nonparametric estimation of the functional regression based on censored data under strong mixing condition
Wavelet estimation in varying coefficient models for censored dependent data
Local linear estimation of a generalized regression function with functional dependent data
Further research on limit theorems for self-normalized sums
Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency
Change-point detection and bootstrap for Hilbert space valued random fields
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
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
Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
Median-based estimation of the intensity of a spatial point process
Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes
Some preliminary results on conditionally -mixing sequences of random variables
Semiparametric trending panel data models with cross-sectional dependence
Introduction to strong mixing conditions. Vol. 1.
Terminal-Dependent Statistical Inferences for FBSDE
THE LIMIT THEOREMS UNDER LOGARITHMIC AVERAGES FOR MIXING RANDOM VARIABLES
Robust estimation of AR coefficients under simultaneously influencing outliers and missing values

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