The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
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Publication:980775
DOI10.1214/06-PS086zbMath1189.60043arXiv0806.4263OpenAlexW2139012225WikidataQ105584238 ScholiaQ105584238MaRDI QIDQ980775
Michael H. Neumann, Paul Doukhan
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.4263
Related Items (18)
Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence ⋮ Nonparametric statistics of dynamic networks with distinguishable nodes ⋮ Unnamed Item ⋮ Maximal Inequalities for Dependent Random Variables ⋮ Some recent theory for autoregressive count time series ⋮ Rejoinder on: Some recent theory for autoregressive count time series ⋮ Characteristic function-based hypothesis tests under weak dependence ⋮ Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence ⋮ Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence ⋮ Random central limit theorems for linear processes with weakly dependent innovations ⋮ Unnamed Item ⋮ Distance-based and RKHS-based dependence metrics in high dimension ⋮ A note on estimating the conditional expectation under censoring and association: strong uniform consistency ⋮ Regression estimation by local polynomial fitting for multivariate data streams ⋮ Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors ⋮ A new framework for distance and kernel-based metrics in high dimensions ⋮ Fourier-type tests of mutual independence between functional time series ⋮ Fréchet differentiability in statistical inference for time series
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