scientific article; zbMATH DE number 6982987
From MaRDI portal
Publication:4558573
zbMath1476.60039MaRDI QIDQ4558573
Publication date: 22 November 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15)
Related Items
Concentration inequalities for non-causal random fields, Discrepancy-based theory and algorithms for forecasting non-stationary time series, Causality in extremes of time series, Unnamed Item, High dimensional generalized linear models for temporal dependent data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model selection for weakly dependent time series forecasting
- New concentration inequalities for suprema of empirical processes
- Stability and asymptotics for autoregressive processes
- Classification with non-i.i.d. sampling
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Empirical risk minimization for heavy-tailed losses
- Moment inequalities for sums of dependent random variables under projective conditions
- A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
- Some mixing properties of time series models
- Uniform limit theorems for Harris recurrent Markov chains
- On tail probabilities for martingales
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Sharper bounds for Gaussian and empirical processes
- Rates of convergence for empirical processes of stationary mixing sequences
- Measure concentration for a class of random processes
- Concentration inequalities using the entropy method
- Empirical processes of long-memory sequences
- Concentration around the mean for maxima of empirical processes
- On the asymptotic expansion of the empirical process of long-memory moving averages
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes.
- Concentration of measure and isoperimetric inequalities in product spaces
- Weak convergence and empirical processes. With applications to statistics
- A measure concentration inequality for contracting Markov chains
- Long memory processes and fractional integration in econometrics
- Challenging the empirical mean and empirical variance: a deviation study
- Uniform approximation of Vapnik-Chervonenkis classes
- The generalization performance of ERM algorithm with strongly mixing observations
- A Bernstein-type inequality for some mixing processes and dynamical systems with an application to learning
- Confidence bands in density estimation
- Concentration of measure without independence: a unified approach via the martingale method
- Fast learning from \(\alpha\)-mixing observations
- The performance bounds of learning machines based on exponentially strongly mixing sequences
- Introduction to empirical processes and semiparametric inference
- Concentration inequalities for dependent random variables via the martingale method
- Uniform in bandwidth consistency of kernel-type function estimators
- A Strong Law of Large Numbers for Strongly Mixing Processes
- Generalization Bounds for Time Series Prediction with Non-stationary Processes
- The Generalization Ability of Online Algorithms for Dependent Data
- On Talagrand's deviation inequalities for product measures
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
- Non-strong mixing autoregressive processes
- Characterization of LIL behavior in Banach space
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Asymptotic Statistics
- Minimum complexity regression estimation with weakly dependent observations
- Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
- Efficient Regression in Metric Spaces via Approximate Lipschitz Extension
- Stability of Density-Based Clustering
- On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
- Large deviations of sums of independent random variables
- Kernel density estimation for linear processes
- New concentration inequalities in product spaces
- Sparse nonparametric graphical models
- A comprehensive approach to mode clustering