Weighted sums of strongly mixing random variables with an application to nonparametric regression
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Publication:894597
DOI10.1016/J.SPL.2015.05.022zbMATH Open1328.60087OpenAlexW886550236MaRDI QIDQ894597FDOQ894597
Publication date: 1 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.05.022
Cites Work
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- On Strong Mixing Conditions for Stationary Gaussian Processes
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- The consistency for estimator of nonparametric regression model based on NOD errors
- Fixed design regression for time series: Asymptotic normality
- Convergence rates in the strong law for bounded mixing sequences
- A note on the rates of convergence for weighted sums of \(\rho^\ast\)-mixing random variables
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- Complete convergence for \(\alpha{}\)-mixing sequences
- On complete convergence for strong mixing sequences
Cited In (11)
- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications
- Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models
- Strong laws for randomly weighted sums of random variables and applications in the bootstrap and random design regression
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications
- Convergence rate for randomly weighted sums of random variables and its application
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors
- Strong convergence for weighted sums of widely orthant dependent random variables and applications
- Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors
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