Probability and moment inequalities for sums of weakly dependent random variables, with applications
From MaRDI portal
Publication:886114
DOI10.1016/j.spa.2006.10.011zbMath1117.60018OpenAlexW2060779539MaRDI QIDQ886114
Paul Doukhan, Michael H. Neumann
Publication date: 26 June 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2006.10.011
Related Items
Bahadur representations of M-estimators and their applications in general linear models, Deviation inequalities for martingales with applications, Comonotone lower probabilities with robust marginal distributions functions, Density estimation for spatial-temporal models, Conditional Quantile Estimation for Truncated and Associated Data, Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence, Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence, Pointwise adaptive estimation of the marginal density of a weakly dependent process, Evaluation for moments of a ratio with application to regression estimation, Exponential inequalities for nonstationary Markov chains, Some uniform convergence results for kernel estimators, Nonconventional moderate deviations theorems and exponential concentration inequalities, Recursive kernel estimation of the density under \(\eta\)-weak dependence, A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains, Asymptotic results for truncated-censored and associated data, Multivariate wavelet estimators for weakly dependent processes: strong consistency rate, Kernel conditional density and mode estimation for psi-weakly dependent observations, ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES, Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence, Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays, Kernel regression estimation for LTRC and associated data, Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence, A note on a maximal Bernstein inequality, Sparsity considerations for dependent variables, Random central limit theorems for linear processes with weakly dependent innovations, Limit theorems for some time-dependent expanding dynamical systems, Limit theorems for some skew products with mixing base maps, Estimation of the limit variance for sums under a new weak dependence condition, Consistent estimation of time-varying loadings in high-dimensional factor models, Vast Portfolio Selection With Gross-Exposure Constraints, A note on estimating the conditional expectation under censoring and association: strong uniform consistency, On kernel density and mode estimates for associated and censored data, Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors, Adaptive density estimation under weak dependence, Empirical process theory for locally stationary processes, Unnamed Item, Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence, Sharp adaptive drift estimation for ergodic diffusions: the multivariate case, Convergence rate of the kernel regression estimator for associated and truncated data, Kernel estimators of mode under \(\psi\)-weak dependence
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An exponential inequality under weak dependence
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
- Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
- Mixing: Properties and examples
- On the combinatorics of cumulants
- A new weak dependence condition and applications to moment inequalities
- Coupling for \(\tau\)-dependent sequences and applications
- New dependence coefficients. Examples and applications to statistics
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
- Asymptotic theory of weakly dependent stochastic processes
- A triangular central limit theorem under a new weak dependence condition
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
- A new covariance inequality and applications.
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
- Functional Estimation of a Density Under a New Weak Dependence Condition
- Probability Inequalities for the Sum of Independent Random Variables
- Convergence rates for density estimators of weakly dependent time series
- The Generic Chaining
