Strong mixing properties of linear stochastic processes

Cited in

(31)

Nonparametric estimation for dependent data
Minimum distance regression-type estimates with rates under weak dependence
Limit theorems for functionals of moving averages
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Some mixing properties of time series models
Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Minimum distance estimation in linear regression with strong mixing errors
A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
A note on strong mixing of ARMA processes
Moment inequalities for mixing sequences of random variables
Asymptotic normality of numbers of observations near order statistics from stationary processes
Testing independence in linear process with non-normal innovations
On robust estimation in the first order autoregressive processes
GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
Some comments on sample quantiles for dependent observations
Geometric absolute regularity of Banach space-valued autoregressive processes.
On some nonparametric estimators for the linear markov scheme
Regression learning with non-identically and non-independently sampling
Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples
Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions
Conditions for linear processes to be strong-mixing
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
Nuisance parameter free properties of correlation integral based statistics
Comments on ``Unbiased estimates for moments and cumulants in linear regression
KERNEL REGRESSION SMOOTHING OF TIME SERIES
Mixing properties of ARCH and time-varying ARCH processes
A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
Confidence intervals for probability density functions under strong mixing samples

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