Invariance principles for linear processes with application to isotonic regression
From MaRDI portal
Publication:637091
DOI10.3150/10-BEJ273zbMath1284.60068arXiv0903.1951MaRDI QIDQ637091
Florence Merlevède, Magda Peligrad, Jérôme Dedecker
Publication date: 2 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.1951
fractional Brownian motion; invariance principles; linear processes; moment inequalities; isotonic regression; generalizations of martingales
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G22: Fractional processes, including fractional Brownian motion
60F17: Functional limit theorems; invariance principles
Related Items
Rates in the strong invariance principle for ergodic automorphisms of the torus, Limit theorems for weighted Bernoulli random fields under Hannan's condition, An invariance principle for fractional Brownian sheets, The law of the iterated logarithm for LNQD sequences, Strong invariance principles with rate for ``reverse martingale differences and applications, Remarks on limit theorems for reversible Markov processes and their applications, Convergence to the maximum process of a fractional Brownian motion with shot noise, Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains, ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY
Uses Software
Cites Work
- A general asymptotic scheme for inference under order restrictions
- Central limit theorem for stationary linear processes
- On the weak invariance principle for stationary sequences under projective criteria
- Central limit theorem for linear processes
- Large-sample inference for nonparametric regression with dependent errors
- Martingale approximations for sums of stationary processes.
- Long-range dependent time series specification
- Strong invariance principles for dependent random variables
- On the weak invariance principle for non-adapted sequences under projective criteria
- On linear processes with dependent innovations
- Convergence and convergence rate to fractional Brownian motion for weighted random sums
- Invariance principle for stochastic processes with short memory
- On the central limit theorem for stationary processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Semi-Stable Stochastic Processes
- On the central limit theorem and iterated logarithm law for stationary processes
- The Invariance Principle for Stationary Processes
- Central limit theorems for time series regression
- Some Limit Theorems for Stationary Processes
- Asymptotics for moving average processes with dependent innovations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
