Some Limit Theorems for Stationary Processes

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Integrated mean square properties of density estimation by orthogonal series methods for dependent variables
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
Testing spatial randomness based on empirical distribution function: a study on lattice data
Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
The asymptotic normality of the linear weighted estimator in nonparametric regression models
Local linear fitting under near epoch dependence
Scaling transformations for {0, 1}-valued sequences
Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations
Testing for common breaks in a multiple equations system
Learning theory estimates with observations from general stationary stochastic processes
Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing
On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
A partial review on testing for change points in autoregressive time series models
A functional central limit theorem for strongly mixing sequences of random variables
FLUCTUATIONS OF THE METRIC ENTROPY FOR MIXING MEASURES
A goodness-of-fit test for integer-valued autoregressive processes
Sequentiel testing for the stability of high-frequency portfolio betas
Strong consistency of a kernel-based rule for spatially dependent data
Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index
Multivariate generalized linear-statistics of short range dependent data
Complete moment convergence for moving average process generated by $\rho^{-}$-mixing random variables
Precise asymptotics in the law of iterated logarithm for moving average process under dependence
On the discrepancy of random subsequences of $\{n\alpha\}$ II
On Strassen's version of the loglog law for some classes of dependent random variables
Estimation of the limit variance for sums under a new weak dependence condition
On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables
Limit theorems for the discount sums of moving averages
Limit theorems and Markov approximations for chaotic dynamical systems
Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
Robust test of persistence change in heavy-tailed time series environment
Permutation testing for dependence in time series
Limiting behaviors of linear processes with random coefficients based on m-ANA random variables
The rate of convergence in the central limit theorem for non-stationary dependent random vectors
Quantitative recurrence results for random walks
Statistics of robust optimization: a generalized empirical likelihood approach
Some mixing properties of conditionally independent processes
The assessment of kurtosis in the case of serially dependent data
Kernel estimation of the survival function and hazard rate under weak dependence
Frequency polygons for weakly dependent processes
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Blockshrink wavelet density estimator in -mixing framework
A large confirmatory dynamic factor model for stock market returns in different time zones
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths
A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model
Large and moderate deviations for a -valued branching random walk with a random environment in time
Bahadur representation for U-quantiles of dependent data
-estimators of regression models with structural change of unknown location
Testing the compounding structure of the CP-INARCH model
scientific article; zbMATH DE number 7709548 (Why is no real title available?)
Local polynomial estimation in partial linear regression models under dependence
The functional central limit theorem under the strong mixing condition
Randomized limit theorems for stationary ergodic random processes and fields
Asymptotic properties of weighted least squares estimation in weak PARMA models
Monitoring time series with short detection delay
Complete convergence for moving average process of martingale differences
Nonparametric discrimination of areal functional data
The functional central limit theorem for a family of GARCH observations with applications
Complete $q$-order moment convergence of moving average processes under $\varphi $-mixing assumptions.
Variance-aware estimation of kernel mean embedding
Transient random walk in ${\mathbb Z}^2$ with stationary orientations
Central limit theorem for sampled sums of dependent random variables
Convergence rates of the strong law for stationary mixing sequences
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
A central limit theorem for endogenous locations and complex spatial interactions
Convergence rates of sums of -mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
Complete $f$-moment convergence of moving average processes and its application to nonparametric regression models
Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
Complete moment convergence for moving average process based on m-WOD random variables
Robust estimation of stationary continuous-time ARMA models via indirect inference
Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effect
The variance of partial sums of strong near-epoch dependent variables
A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables
Almost sure invariance principles for mixing sequences of random variables
Invariance principles for linear processes with application to isotonic regression
Complete moment convergence of moving average processes under dependence assumptions
Convergence rates for probabilities of moderate deviations for moving average processes
Mixed moving average field guided learning for spatio-temporal data
Asymptotic results for the empirical process of stationary sequences
Central limit theorem and the bootstrap for $U$-statistics of strongly mixing data
Mixing sequences, and mixingales in quantum probability spaces
Shape-preserving prediction for stationary functional time series
Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations
Parameter estimation and diagnostic tests for INMA(1) processes
Dependence properties of stochastic volatility models
Sampling properties of $U$-statistics for a class of stationary nonlinear processes
On the convergence of sums of random variables in distribution under mixing condition
Testing for zero inflation and overdispersion in INAR(1) models
Complete convergence of moving average processes under dependence assumptions
On the strong law of large numbers for -mixing and -mixing random variables
Central limit theorems for empirical and U-processes of stationary mixing sequences
A central limit property under a modified Ehrenfest urn design
Novel goodness-of-fit tests for binomial count time series
Complete convergence of moving average processes
Central limit theorem for stationary linear processes
Strong approximation for $\rho $-mixing sequences
Estimation of cluster functionals for regularly varying time series: runs estimators
On deviations between empirical and quantile processes for mixing random variables

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