Strong mixing properties of linear stochastic processes
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(33)- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
- Some mixing properties of time series models
- A note on strong mixing of ARMA processes
- Limit theorems for functionals of moving averages
- Minimum distance regression-type estimates with rates under weak dependence
- Geometric absolute regularity of Banach space-valued autoregressive processes.
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
- Regression learning with non-identically and non-independently sampling
- Testing independence in linear process with non-normal innovations
- Nonparametric estimation for dependent data
- Asymptotic normality of numbers of observations near order statistics from stationary processes
- Moment inequalities for mixing sequences of random variables
- Conditions for linear processes to be strong-mixing
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Some comments on sample quantiles for dependent observations
- On some nonparametric estimators for the linear markov scheme
- Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions
- Nuisance parameter free properties of correlation integral based statistics
- On robust estimation in the first order autoregressive processes
- Minimum distance estimation in linear regression with strong mixing errors
- Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples
- Confidence intervals for probability density functions under strong mixing samples
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
- Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
- Mixing properties of ARCH and time-varying ARCH processes
- Comments on ``Unbiased estimates for moments and cumulants in linear regression
- Limit theory for martingale transforms with heavy-tailed noise
- Dynamic Realized Minimum Variance Portfolio Models
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
- Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
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