Pages that link to "Item:Q2574576"
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The following pages link to A new covariance inequality and applications. (Q2574576):
Displaying 50 items.
- Greedy algorithms for prediction (Q265302) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Moment bounds for dependent sequences in smooth Banach spaces (Q491917) (← links)
- Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- Uniform concentration inequality for ergodic diffusion processes (Q886111) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Stochastically perturbed chains of variable memory (Q888259) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Forgetting the initial distribution for hidden Markov models (Q1016613) (← links)
- Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). (Q1415531) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- On weak invariance principles for partial sums (Q2412501) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- The theta-dependence coefficient and an almost sure limit theorem for random iterative models (Q2482127) (← links)
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
- The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications (Q3420024) (← links)
- EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS (Q3426807) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS (Q5051520) (← links)
- A Dynamic Taylor’s law (Q5087010) (← links)
- Exponential inequalities for VLMC empirical trees (Q5190283) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
