Convergence of Distributions Generated by Stationary Stochastic Processes

DOI10.1137/1113086zbMATH Open0181.44101OpenAlexW2009658189MaRDI QIDQ5571985FDOQ5571985

Authors: Yu. Davydov 

Publication date: 1968

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1113086

zbMATH Keywords

probability theory

Cited In (only showing first 100 items - show all)

• The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
• On the correlation analysis of stocks with zero returns
• Invariance principles under a two-part mixing assumption
• The central limit theorem for summability methods of some weakly dependent sequences
• Some mixing properties of conditionally independent processes
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
• On convergence rates for quadratic errors in kernel hazard estimation
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
• On the Chernoff-Savage theorem for dependent sequences
• Estimation of weak ARMA models with regime changes
• Spurious Regressions in Time Series with Long Memory
• Nonparametric density estimation for spatial data with wavelets
• Local Hölder exponent estimation for multivariate continuous time processes
• A new estimation in functional linear concurrent model with covariate dependent and noise contamination
• Wavelet detection of change points in hazard rate models with censored dependent data
• On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
• Central limit theorems for high dimensional dependent data
• Title not available (Why is that?)
• Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
• Last passage time for the empirical mean of some mixing processes
• On the subsample bootstrap variance estimation
• Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
• Goodness-of-fit tests for SPARMA models with dependent error terms
• Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
• Confidence regions for entries of a large precision matrix
• Peaks, gaps, and time‐reversibility of economic time series
• Averaging principles for stochastic 2D Navier-Stokes equations
• Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
• Strong invariance principles for ergodic Markov processes
• The asymptotic distribution of CUSUM estimator based on α-mixing sequences
• Learning Theory Estimates with Observations from General Stationary Stochastic Processes
• On bandwidth selection in partial linear regression models under dependence
• Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system
• About estimation of ARIMA process with strong mixing MA part
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
• Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces
• Invariance principle for estimates of regression coefficients of a random field
• Frequentist Model Averaging for the Nonparametric Additive Model
• Mean tests for high-dimensional time series
• A note on moment bounds for strong mixing sequences
• Empirical distribution functions and functions of order statistics for mixing random variables
• External bootstrap tests for parameter stability.
• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
• A functional central limit theorem for strongly mixing sequences of random variables
• Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
• Trimmed stable AR(1) processes
• Mildly explosive autoregression with mixing innovations
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• Partial functional linear regression with autoregressive errors
• The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
• Asymptotic properties in partial linear models under dependence
• Asymptotic properties of weighted least squares estimation in weak PARMA models
• Convergence rates of the strong law for stationary mixing sequences
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
• Spectral density estimation for linear processes with dependent innovations
• Limit theorems for 2D invasion percolation
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
• Bahadur representation for the nonparametricM-estimator under α-mixing dependence
• The bootstrap for empirical processes based on stationary observations
• Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
• A note on asymptotic parametric prediction
• HAC estimation and strong linearity testing in weak ARMA models
• Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
• ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes
• A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
• On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations
• Moment inequalities for mixing sequences
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
• Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• Rate of convergence of the mean for sub-additive ergodic sequences
• Moment bounds for stationary mixing sequences
• A Bernstein inequality for exponentially growing graphs
• Moment inequalities for mixing sequences of random variables
• Nonparametric approach to identifying NARX systems
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
• Covariance matrix estimation for estimators of mixing weak ARMA models
• Kernel-based prediction of non-Markovian time series
• A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
• Asymptotic normality for regression function estimate under truncation and \(\alpha \)-mixing conditions
• Self-normalized Cramér-type moderate deviations under dependence
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Contracting in space: An application of spatial statistics to discrete-choice models
• Random central limit theorem for the linear process generated by a strong mixing process
• Nonparametric inference for thinned point process
• On resampling and uncertainty estimation in linear system identification
• Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
• Rough flows and homogenization in stochastic turbulence
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES

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