Weak Dependence: Models and Applications-Reference-Cited by-同舟云学术

Weak Dependence: Models and Applications

Published:2002 Issue: Volume: Page:117-136
ISSN:
Container-title:Empirical Process Techniques for Dependent Data
language:
Short-container-title:

Author:

Nze Patrick Ango,Doukhan Paul

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-0099-4_2.pdf

Reference38 articles.

1. P. Ango Nze: Critères d’ergodicité de modèles markoviens. Estimation non paramétrique sous des hypothèses de dépendance. Ph.D. thesis: Université Dauphine, Paris, 1995.

2. P. Ango Nze: Critères d’ergodicité géométrique ou arithmétique de modèles linéaires perturbés à représentation markovienne. Comptes Rendus de l’Académie des Sciences. Paris t. 326, Série 1 (1998), 371–376.

3. P. Ango Nze, P. Bühlmann, and P. Doukhan: Weak dependence beyond mixing and asymptotics for nonparametric regression. Technical Report, Department of Statistics, ETH Zürich, available under http://www.stat.math.eth.ch /~buhlmann/bibliog.html; to appear in Annals of Statistics.

4. Technical Report;P Bickel,1995

5. P. Billingsley: Convergence of Probability Measures. Wiley, New York, 1968.

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimation of Joint Densities and Conditional Expectation;Statistical Inference for Discrete Time Stochastic Processes;2012-10-05

2. CAN Estimators from Dependent Observations;Statistical Inference for Discrete Time Stochastic Processes;2012-10-05

3. An empirical central limit theorem with applications to copulas under weak dependence;Statistical Inference for Stochastic Processes;2008-07-01

4. On the Weak Invariance Principle for Stationary Sequences under Projective Criteria;Journal of Theoretical Probability;2006-09-01

5. Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.;Lecture Notes in Statistics;2006