Introduction to strong mixing conditions. Vol. 2.
From MaRDI portal
Publication:5293979
Recommendations
Cited in
(48)- Adaptive density deconvolution with dependent inputs
- Quenched phantom distribution functions for Markov chains
- Derivation of the Batchelor-Green formula for random suspensions
- Geometric law for numbers of returns until a hazard under \(\varphi\)-mixing
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Limit results for L^p functionals of weighted CUSUM processes
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems
- Asymptotic behaviour of the empirical distance covariance for dependent data
- Fluctuations of ergodic sums on periodic orbits under specification
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
- Qualitative robustness of von Mises statistics based on strongly mixing data
- Entropy rate of product of independent processes
- Short-range dependent processes subordinated to the Gaussian may not be strong mixing
- On degenerate sums of m-dependent variables
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- scientific article; zbMATH DE number 3956103 (Why is no real title available?)
- scientific article; zbMATH DE number 1034231 (Why is no real title available?)
- Strong mixing properties of max-infinitely divisible random fields
- scientific article; zbMATH DE number 924921 (Why is no real title available?)
- On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance
- Limit theorems for numbers of returns in arrays under -mixing
- On the local limit theorems for psi-mixing Markov chains
- Nonparametric estimation of expectile regression in functional dependent data
- Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS
- scientific article; zbMATH DE number 7626723 (Why is no real title available?)
- scientific article; zbMATH DE number 7625167 (Why is no real title available?)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
- Change-point detection and bootstrap for Hilbert space valued random fields
- A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes
- Quenched invariance principles via martingale approximation
- Introduction to strong mixing conditions. Vol. 1.
- Introduction to strong mixing conditions. Vol. 3.
- Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations
- Exponential family QMLE-based CUSUM test for integer-valued time series
- Inheritance of strong mixing and weak dependence under renewal sampling
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
- Central limit theorems for high dimensional dependent data
- Classical and almost sure local limit theorems
- A note on Marcinkiewicz laws for strictly stationary \(\varphi\)-mixing sequences
- A note on two measures of dependence
- Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
- A point on discrete versus continuous state-space Markov chains
- Almost sure diffusion approximation in averaging: direct proofs with rough paths flavors
- On weak dependence conditions: the case of discrete valued processes
- Constructing processes with prescribed mixing coefficients
This page was built for publication: Introduction to strong mixing conditions. Vol. 2.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5293979)
