Concentration inequalities for empirical processes of linear time series
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Cited in
(9)- High dimensional generalized linear models for temporal dependent data
- Causality in extremes of time series
- An exponential inequality for suprema of empirical processes with heavy tails on the left
- Estimation of Sparsity-Induced Weak Factor Models
- A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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- Discrepancy-based theory and algorithms for forecasting non-stationary time series
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions
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