Some Limit Theorems for Stationary Processes

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On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
Asymptotic results for the empirical process of stationary sequences
Plug-in bandwidth selection in kernel hazard estimation from dependent data
Local polynomial estimation in partial linear regression models under dependence
A note on the complete convergence of moving average processes
Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
Break detection in the covariance structure of multivariate time series models
Convergence of point processes with weakly dependent points
The convergence of moments in the central limit theorem for stationary phi-mixing processes
Multilinear forms and measures of dependence between random variables
The rate of convergence in the central limit theorem for non-stationary dependent random vectors
Estimating linear representations of nonlinear processes
Extremal point processes and intermediate quantile functions
Complete convergence of moving average processes under dependence assumptions
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
Central limit theorems under weak dependence
An almost sure invariance principle for partial sums associated with a random field
Large deviation probabilities for certain dependent processes
Asymptotic memoryless detection of random signals in dependent noise
Empirical distribution functions and functions of order statistics for mixing random variables
A note on nonparametric density estimation for dependent variables using a delta sequence
Laws of the iterated logarithm for transitive C^ 2 Anosov flows and semiflows over maps of the interval
Absolute regularity and functions of Markov chains
Integrated mean square properties of density estimation by orthogonal series methods for dependent variables
A note on weak convergence of mean residual life of stationary mixing random variables
GARCH (1,1) processes are near epoch dependent
Effects of misspecification of lag structure in certain two-variable distributed lag models
Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effect
Complete convergence of moving average processes
A note on moment bounds for strong mixing sequences
On deviations between empirical and quantile processes for mixing random variables
Kernel estimation of the survival function and hazard rate under weak dependence
Rank statistics for serial dependence
Least-square estimation for regression on random designs for absolutely regular observations
The asymptotics of waiting times between stationary processes, allowing distortion
Limit theorems for mixing sequences without rate assumptions
Almost sure invariance principles for mixing sequences of random variables
Bootstrapping the sample means for stationary mixing sequences
Central limit theorems for empirical and U-processes of stationary mixing sequences
Self-normalized central limit theorem for sums of weakly dependent random variables
Density estimation for time series by histograms
On the dissipation of partial sums from a stationary strongly mixing sequence
Some estimates in the central limit theorem for -mixing random variables
Subsampling for heteroskedastic time series
Diffusion, effusion, and chaotic scattering: An exactly solvable Liouvillian dynamics
Frequency polygons for weakly dependent processes
Minimal conditions in p-stable limit theorems. II
On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
On a lower bound of L_p norms in the central limit theorem for -mixing random variables
Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
Near-epoch dependence in Riesz spaces
Goodness-of-fit testing of a count time series' marginal distribution
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Testing for Poisson arrivals in INAR(1) processes
Weak law of large numbers for linear processes
Testing for common breaks in a multiple equations system
Mixing inequalities in Riesz spaces
New dependence coefficients. Examples and applications to statistics
On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables
Limit theorems and Markov approximations for chaotic dynamical systems
Dynamical systems identification from time-series data: A Hankel matrix approach
Rank order statistics for time series models
Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
The central limit theorem for geodesic flows on n-dimensional manifolds of negative curvature
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
The local bootstrap for Markov processes
Necessary and sufficient conditions for the conditional central limit theorem
The functional central limit theorem under the strong mixing condition
Martingale approximations for sums of stationary processes.
Central limit theorem by polynomial dependence coefficients
About the Berry-Esseen theorem for weakly dependent sequences
Strong approximation for \(\rho \)-mixing sequences
On moments of the maximum of partial sums of moving average processes under dependence assumptions
On the strong law of large numbers for -mixing and -mixing random variables
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
On the order of approximation in limit theorems for negative-binomial sums of strictly stationary m-dependent random variables
Fluctuations of time averages around closed geodesics in non-positive curvature
Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators
On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
Randomized multivariate central limit theorems for ergodic homogeneous random fields
Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption
Complete moment convergence of moving average processes for m-WOD sequence
Non-parametric analysis of serial dependence in time series using ordinal patterns
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths
Mixing sequences, and mixingales in quantum probability spaces
Generalized ordinal patterns allowing for ties and their applications in hydrology
Targeted principal components regression
Optimal difference-based variance estimators in time series: a general framework
Estimation of cluster functionals for regularly varying time series: runs estimators
Multiple Borel-Cantelli lemma in dynamics and multilog law for recurrence
Parameter estimation and diagnostic tests for INMA(1) processes
Nonparametric discrimination of areal functional data
Adaptive density estimation on bounded domains under mixing conditions
Checking model adequacy for count time series by using Pearson residuals
Testing the dispersion structure of count time series using Pearson residuals
A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model
Shape-preserving prediction for stationary functional time series

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