Approximation theorems for strongly mixing random variables

DOI10.1307/MMJ/1029002789zbMATH Open0531.60033OpenAlexW1972407666MaRDI QIDQ788385FDOQ788385

Authors: Richard C. Bradley 

Publication date: 1983

Published in: Michigan Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1307/mmj/1029002789

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zbMATH Keywords

measures of dependenceapproximation theoremsstrong mixing condition

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Strong limit theorems (60F15)

Cited In (56)

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• Covariance inequalities for strongly mixing processes
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
• Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
• Kernel estimation of the survival function and hazard rate under weak dependence
• On the rate of convergence for the length of the longest common subsequences in hidden Markov models
• The mixing advantage for bounded random variables
• Bootstrapping the empirical distribution function of a spatial process
• Strong approximation for a class of stationary processes
• Asymptotic results for the empirical process of stationary sequences
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
• On the accuracy of multivariate compound Poisson approximation.
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
• The size of the averages of strongly mixing random variables
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors
• Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
• Kernel density estimation under weak dependence with sampled data
• Coupling for \(\tau\)-dependent sequences and applications
• Deconvolving multidimensional density from partially contaminated observations
• Strong invariance principles for dependent random variables
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
• Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
• Edgeworth expansions for Studentized statistics under weak dependence
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• Moment inequalities for mixing sequences of random variables
• On nonparametric classification for weakly dependent functional processes
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• Density estimation for time series by histograms
• A semiparametric single index model with heterogeneous impacts on an unobserved variable
• Some remarks on coupling of dependent random variables
• Assessing the dependence structure of the components of hybrid time series processes using mutual information
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• Multivariate regression estimation with errors-in-variables for stationary processes
• Approximation and exponential inequalities for sums of dependent random vectors
• Nonparametric time series regression
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data
• Strong approximation for mixing sequences with infinite variance
• Weak convergence of the linear rank statistics under strong mixing conditions
• Bootstrap for \(U\)-statistics: a new approach
• On a measure of symmetry for stationary random sequences
• ON THE APPROXIMATION THEOREM OF I. BERKES AND W. PHILIPP
• Rank statistics for serial dependence
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• Strong approximation of partial sums under dependence conditions with application to dynamical systems
• Consistency of the frequency polygon estimators of density mode for strongly mixing processes

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