Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{L. Loosveldt}, Stochastic Processes Appl. 165, 465--500 (2023; Zbl 1523.60064) Full Text: DOI arXiv
Hafouta, Yeor Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays. (English) Zbl 07697544 Stochastic Processes Appl. 161, 242-290 (2023). MSC: 60F17 PDFBibTeX XMLCite \textit{Y. Hafouta}, Stochastic Processes Appl. 161, 242--290 (2023; Zbl 07697544) Full Text: DOI arXiv
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Ji, Lanpeng; Peng, Xiaofan Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend. (English) Zbl 1527.60024 Stochastic Processes Appl. 158, 418-452 (2023). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G15 60G70 60F05 62G30 PDFBibTeX XMLCite \textit{L. Ji} and \textit{X. Peng}, Stochastic Processes Appl. 158, 418--452 (2023; Zbl 1527.60024) Full Text: DOI arXiv
Fasen-Hartmann, Vicky; Mayer, Celeste Empirical spectral processes for stationary state space models. (English) Zbl 1508.60046 Stochastic Processes Appl. 155, 319-354 (2023). MSC: 60F17 60G51 60H10 62G20 62M15 PDFBibTeX XMLCite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, Stochastic Processes Appl. 155, 319--354 (2023; Zbl 1508.60046) Full Text: DOI arXiv
Damek, Ewa; Mikosch, Thomas; Zhao, Yuwei; Zienkiewicz, Jacek Whittle estimation based on the extremal spectral density of a heavy-tailed random field. (English) Zbl 1504.60083 Stochastic Processes Appl. 155, 232-267 (2023). MSC: 60G70 62M40 60G10 60F05 62G32 60G60 PDFBibTeX XMLCite \textit{E. Damek} et al., Stochastic Processes Appl. 155, 232--267 (2023; Zbl 1504.60083) Full Text: DOI arXiv
Fan, Xiequan; Alquier, Pierre; Doukhan, Paul Deviation inequalities for stochastic approximation by averaging. (English) Zbl 1502.60055 Stochastic Processes Appl. 152, 452-485 (2022). MSC: 60G42 60J05 60F10 60E15 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 152, 452--485 (2022; Zbl 1502.60055) Full Text: DOI arXiv
Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier Contrast estimation of time-varying infinite memory processes. (English) Zbl 07577018 Stochastic Processes Appl. 152, 32-85 (2022). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stochastic Processes Appl. 152, 32--85 (2022; Zbl 07577018) Full Text: DOI
Peligrad, Magda A new CLT for additive functionals of Markov chains. (English) Zbl 1450.60018 Stochastic Processes Appl. 130, No. 9, 5695-5708 (2020). MSC: 60F05 60J05 60G10 PDFBibTeX XMLCite \textit{M. Peligrad}, Stochastic Processes Appl. 130, No. 9, 5695--5708 (2020; Zbl 1450.60018) Full Text: DOI arXiv
Mayerhofer, Eberhard; Stelzer, Robert; Vestweber, Johanna Geometric ergodicity of affine processes on cones. (English) Zbl 1434.60195 Stochastic Processes Appl. 130, No. 7, 4141-4173 (2020). MSC: 60J25 60G10 60G51 60J60 60J76 PDFBibTeX XMLCite \textit{E. Mayerhofer} et al., Stochastic Processes Appl. 130, No. 7, 4141--4173 (2020; Zbl 1434.60195) Full Text: DOI arXiv
El Machkouri, Mohamed; Jakubowski, Adam; Volný, Dalibor Stable limits for Markov chains via the principle of conditioning. (English) Zbl 1434.60070 Stochastic Processes Appl. 130, No. 4, 1853-1878 (2020). MSC: 60F05 60F17 60E07 60J05 60J35 PDFBibTeX XMLCite \textit{M. El Machkouri} et al., Stochastic Processes Appl. 130, No. 4, 1853--1878 (2020; Zbl 1434.60070) Full Text: DOI arXiv
Douc, Randal; Olsson, Jimmy; Roueff, François Posterior consistency for partially observed Markov models. (English) Zbl 1471.60107 Stochastic Processes Appl. 130, No. 2, 733-759 (2020). MSC: 60J05 62F15 62M05 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 130, No. 2, 733--759 (2020; Zbl 1471.60107) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Fokianos, Konstantinos; Truquet, Lionel On categorical time series models with covariates. (English) Zbl 1431.62370 Stochastic Processes Appl. 129, No. 9, 3446-3462 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62J12 60G10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{L. Truquet}, Stochastic Processes Appl. 129, No. 9, 3446--3462 (2019; Zbl 1431.62370) Full Text: DOI arXiv Link
Kesseböhmer, Marc; Schindler, Tanja Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean. (English) Zbl 1422.60050 Stochastic Processes Appl. 129, No. 10, 4163-4207 (2019); corrigendum ibid. 130, No. 11, 7019 (2020). MSC: 60F15 37A05 37A30 60G10 PDFBibTeX XMLCite \textit{M. Kesseböhmer} and \textit{T. Schindler}, Stochastic Processes Appl. 129, No. 10, 4163--4207 (2019; Zbl 1422.60050) Full Text: DOI arXiv
Dalmao, Federico; León, José R.; Mordecki, Ernesto; Mourareau, Stéphane Asymptotic normality of high level-large time crossings of a Gaussian process. (English) Zbl 1486.60042 Stochastic Processes Appl. 129, No. 4, 1349-1370 (2019). Reviewer: Dongsheng Tu (Kingston) MSC: 60F05 60G15 PDFBibTeX XMLCite \textit{F. Dalmao} et al., Stochastic Processes Appl. 129, No. 4, 1349--1370 (2019; Zbl 1486.60042) Full Text: DOI arXiv
Cuny, Christophe; Dedecker, Jérôme; Merlevède, Florence On the Komlós, Major and Tusnády strong approximation for some classes of random iterates. (English) Zbl 1384.60071 Stochastic Processes Appl. 128, No. 4, 1347-1385 (2018). MSC: 60F17 60G10 60J05 PDFBibTeX XMLCite \textit{C. Cuny} et al., Stochastic Processes Appl. 128, No. 4, 1347--1385 (2018; Zbl 1384.60071) Full Text: DOI arXiv
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas Domain and range symmetries of operator fractional Brownian fields. (English) Zbl 1386.60145 Stochastic Processes Appl. 128, No. 1, 39-78 (2018). MSC: 60G18 60G15 PDFBibTeX XMLCite \textit{G. Didier} et al., Stochastic Processes Appl. 128, No. 1, 39--78 (2018; Zbl 1386.60145) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S.; Zhang, Ting A unified approach to self-normalized block sampling. (English) Zbl 1338.62123 Stochastic Processes Appl. 126, No. 8, 2465-2493 (2016). MSC: 62G09 60G18 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 8, 2465--2493 (2016; Zbl 1338.62123) Full Text: DOI arXiv
Barrera, David; Peligrad, Costel; Peligrad, Magda On the functional CLT for stationary Markov chains started at a point. (English) Zbl 1336.60067 Stochastic Processes Appl. 126, No. 7, 1885-1900 (2016). MSC: 60F17 60F05 60J05 60G10 60G42 PDFBibTeX XMLCite \textit{D. Barrera} et al., Stochastic Processes Appl. 126, No. 7, 1885--1900 (2016; Zbl 1336.60067) Full Text: DOI arXiv
Dedecker, J.; Merlevède, F. Moment bounds for dependent sequences in smooth Banach spaces. (English) Zbl 1318.60028 Stochastic Processes Appl. 125, No. 9, 3401-3429 (2015). MSC: 60E15 60G48 37E05 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Stochastic Processes Appl. 125, No. 9, 3401--3429 (2015; Zbl 1318.60028) Full Text: DOI arXiv
Strauch, Claudia Sharp adaptive drift estimation for ergodic diffusions: the multivariate case. (English) Zbl 1314.62196 Stochastic Processes Appl. 125, No. 7, 2562-2602 (2015). MSC: 62M05 60J60 PDFBibTeX XMLCite \textit{C. Strauch}, Stochastic Processes Appl. 125, No. 7, 2562--2602 (2015; Zbl 1314.62196) Full Text: DOI
Puplinskaitė, Donata; Surgailis, Donatas Scaling transition for long-range dependent Gaussian random fields. (English) Zbl 1317.60062 Stochastic Processes Appl. 125, No. 6, 2256-2271 (2015). MSC: 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 125, No. 6, 2256--2271 (2015; Zbl 1317.60062) Full Text: DOI arXiv
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. (English) Zbl 1325.60038 Stochastic Processes Appl. 125, No. 4, 1629-1652 (2015). MSC: 60F17 60F05 60G60 60G10 60G15 62M10 62M15 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastic Processes Appl. 125, No. 4, 1629--1652 (2015; Zbl 1325.60038) Full Text: DOI arXiv
Ogihara, Teppei; Yoshida, Nakahiro Quasi-likelihood analysis for nonsynchronously observed diffusion processes. (English) Zbl 1329.60283 Stochastic Processes Appl. 124, No. 9, 2954-3008 (2014). MSC: 60J60 60H10 62M05 60F10 PDFBibTeX XMLCite \textit{T. Ogihara} and \textit{N. Yoshida}, Stochastic Processes Appl. 124, No. 9, 2954--3008 (2014; Zbl 1329.60283) Full Text: DOI arXiv
Meerschaert, Mark M.; Sabzikar, Farzad Stochastic integration for tempered fractional Brownian motion. (English) Zbl 1329.60166 Stochastic Processes Appl. 124, No. 7, 2363-2387 (2014). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{M. M. Meerschaert} and \textit{F. Sabzikar}, Stochastic Processes Appl. 124, No. 7, 2363--2387 (2014; Zbl 1329.60166) Full Text: DOI
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density. (English) Zbl 1279.62082 Stochastic Processes Appl. 124, No. 3, 1236-1260 (2014). MSC: 62G07 60H10 60F05 62M05 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Stochastic Processes Appl. 124, No. 3, 1236--1260 (2014; Zbl 1279.62082) Full Text: DOI
Dembińska, Anna Asymptotic behavior of central order statistics from stationary processes. (English) Zbl 1285.60027 Stochastic Processes Appl. 124, No. 1, 348-372 (2014). MSC: 60F15 60G10 62G30 62G20 PDFBibTeX XMLCite \textit{A. Dembińska}, Stochastic Processes Appl. 124, No. 1, 348--372 (2014; Zbl 1285.60027) Full Text: DOI
Douc, R.; Doukhan, P.; Moulines, E. Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. (English) Zbl 1285.62104 Stochastic Processes Appl. 123, No. 7, 2620-2647 (2013). MSC: 62M10 62B10 62F10 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 123, No. 7, 2620--2647 (2013; Zbl 1285.62104) Full Text: DOI arXiv
Jirak, Moritz A Darling-Erdős type result for stationary ellipsoids. (English) Zbl 1290.60022 Stochastic Processes Appl. 123, No. 6, 1922-1946 (2013). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{M. Jirak}, Stochastic Processes Appl. 123, No. 6, 1922--1946 (2013; Zbl 1290.60022) Full Text: DOI
Dombry, Clément; Eyi-Minko, Frédéric Strong mixing properties of max-infinitely divisible random fields. (English) Zbl 1260.60101 Stochastic Processes Appl. 122, No. 11, 3790-3811 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60G70 60E07 60F05 60G10 37A25 PDFBibTeX XMLCite \textit{C. Dombry} and \textit{F. Eyi-Minko}, Stochastic Processes Appl. 122, No. 11, 3790--3811 (2012; Zbl 1260.60101) Full Text: DOI arXiv
Szewczak, Zbigniew S. Relative stability in strictly stationary random sequences. (English) Zbl 1245.60034 Stochastic Processes Appl. 122, No. 8, 2811-2829 (2012). MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{Z. S. Szewczak}, Stochastic Processes Appl. 122, No. 8, 2811--2829 (2012; Zbl 1245.60034) Full Text: DOI
Beutner, Eric; Wu, Wei Biao; Zähle, Henryk Asymptotics for statistical functionals of long-memory sequences. (English) Zbl 1250.62023 Stochastic Processes Appl. 122, No. 3, 910-929 (2012). Reviewer: Neville Weber (Sydney) MSC: 62G20 60F05 62M10 60F17 PDFBibTeX XMLCite \textit{E. Beutner} et al., Stochastic Processes Appl. 122, No. 3, 910--929 (2012; Zbl 1250.62023) Full Text: DOI
Davis, Richard A.; Song, Li Functional convergence of stochastic integrals with application to statistical inference. (English) Zbl 1252.60050 Stochastic Processes Appl. 122, No. 3, 725-757 (2012). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H05 60F05 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{L. Song}, Stochastic Processes Appl. 122, No. 3, 725--757 (2012; Zbl 1252.60050) Full Text: DOI
Delattre, Sylvain; Gaïffas, Stéphane Nonparametric regression with martingale increment errors. (English) Zbl 1226.62036 Stochastic Processes Appl. 121, No. 12, 2899-2924 (2011). MSC: 62G08 60G42 62G20 PDFBibTeX XMLCite \textit{S. Delattre} and \textit{S. Gaïffas}, Stochastic Processes Appl. 121, No. 12, 2899--2924 (2011; Zbl 1226.62036) Full Text: DOI arXiv
Boussama, Farid; Fuchs, Florian; Stelzer, Robert Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (English) Zbl 1250.62043 Stochastic Processes Appl. 121, No. 10, 2331-2360 (2011). Reviewer: Miroslav M. Ristic (Niš) MSC: 62M10 60J05 60B99 91G70 PDFBibTeX XMLCite \textit{F. Boussama} et al., Stochastic Processes Appl. 121, No. 10, 2331--2360 (2011; Zbl 1250.62043) Full Text: DOI arXiv
Dehling, Herold; Durieu, Olivier Empirical processes of multidimensional systems with multiple mixing properties. (English) Zbl 1235.60027 Stochastic Processes Appl. 121, No. 5, 1076-1096 (2011). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{H. Dehling} and \textit{O. Durieu}, Stochastic Processes Appl. 121, No. 5, 1076--1096 (2011; Zbl 1235.60027) Full Text: DOI arXiv
Wu, Wei Biao; Huang, Yinxiao; Huang, Yibi Kernel estimation for time series: an asymptotic theory. (English) Zbl 1201.62054 Stochastic Processes Appl. 120, No. 12, 2412-2431 (2010). MSC: 62G08 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{W. B. Wu} et al., Stochastic Processes Appl. 120, No. 12, 2412--2431 (2010; Zbl 1201.62054) Full Text: DOI
Faÿ, Gilles Moment bounds for non-linear functionals of the periodogram. (English) Zbl 1191.62158 Stochastic Processes Appl. 120, No. 6, 983-1009 (2010). MSC: 62M15 65T50 62M10 PDFBibTeX XMLCite \textit{G. Faÿ}, Stochastic Processes Appl. 120, No. 6, 983--1009 (2010; Zbl 1191.62158) Full Text: DOI arXiv
Pawlas, Zbyněk Empirical distributions in marked point processes. (English) Zbl 1181.60072 Stochastic Processes Appl. 119, No. 12, 4194-4209 (2009). MSC: 60G55 60F05 62G30 PDFBibTeX XMLCite \textit{Z. Pawlas}, Stochastic Processes Appl. 119, No. 12, 4194--4209 (2009; Zbl 1181.60072) Full Text: DOI
Chan, Ngai Hang; Zhang, Rong-Mao Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence. (English) Zbl 1177.62105 Stochastic Processes Appl. 119, No. 12, 4124-4148 (2009). MSC: 62M10 62E20 62G05 62G08 60F17 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R.-M. Zhang}, Stochastic Processes Appl. 119, No. 12, 4124--4148 (2009; Zbl 1177.62105) Full Text: DOI
Lan, Xiaohong; Marinucci, Domenico On the dependence structure of wavelet coefficients for spherical random fields. (English) Zbl 1177.60053 Stochastic Processes Appl. 119, No. 10, 3749-3766 (2009). MSC: 60G60 62M40 42C40 42C10 PDFBibTeX XMLCite \textit{X. Lan} and \textit{D. Marinucci}, Stochastic Processes Appl. 119, No. 10, 3749--3766 (2009; Zbl 1177.60053) Full Text: DOI arXiv
Dehling, Herold; Durieu, Olivier; Volny, Dalibor New techniques for empirical processes of dependent data. (English) Zbl 1176.60023 Stochastic Processes Appl. 119, No. 10, 3699-3718 (2009). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{H. Dehling} et al., Stochastic Processes Appl. 119, No. 10, 3699--3718 (2009; Zbl 1176.60023) Full Text: DOI arXiv
Dede, Sophie An empirical central limit theorem in L\(^1\) for stationary sequences. (English) Zbl 1176.60022 Stochastic Processes Appl. 119, No. 10, 3494-3515 (2009). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{S. Dede}, Stochastic Processes Appl. 119, No. 10, 3494--3515 (2009; Zbl 1176.60022) Full Text: DOI arXiv
Garzón, J.; Gorostiza, L. G.; León, J. A. A strong uniform approximation of fractional Brownian motion by means of transport processes. (English) Zbl 1205.60063 Stochastic Processes Appl. 119, No. 10, 3435-3452 (2009). Reviewer: Peter Kern (Düsseldorf) MSC: 60F15 60G22 60G15 60G18 PDFBibTeX XMLCite \textit{J. Garzón} et al., Stochastic Processes Appl. 119, No. 10, 3435--3452 (2009; Zbl 1205.60063) Full Text: DOI
Magdziarz, Marcin Correlation cascades, ergodic properties and long memory of infinitely divisible processes. (English) Zbl 1175.60047 Stochastic Processes Appl. 119, No. 10, 3416-3434 (2009). MSC: 60G52 60G10 PDFBibTeX XMLCite \textit{M. Magdziarz}, Stochastic Processes Appl. 119, No. 10, 3416--3434 (2009; Zbl 1175.60047) Full Text: DOI
Berkes, István; Hörmann, Siegfried; Schauer, Johannes Asymptotic results for the empirical process of stationary sequences. (English) Zbl 1161.60312 Stochastic Processes Appl. 119, No. 4, 1298-1324 (2009). MSC: 60F17 60F15 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stochastic Processes Appl. 119, No. 4, 1298--1324 (2009; Zbl 1161.60312) Full Text: DOI
Douc, R.; Fort, G.; Moulines, E.; Priouret, P. Forgetting the initial distribution for hidden Markov models. (English) Zbl 1159.93357 Stochastic Processes Appl. 119, No. 4, 1235-1256 (2009). MSC: 93E11 60B10 60G35 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 119, No. 4, 1235--1256 (2009; Zbl 1159.93357) Full Text: DOI arXiv
Rootzén, Holger Weak convergence of the tail empirical process for dependent sequences. (English) Zbl 1162.60017 Stochastic Processes Appl. 119, No. 2, 468-490 (2009). Reviewer: Winfried Stute (Gießen) MSC: 60G70 60F17 62G32 PDFBibTeX XMLCite \textit{H. Rootzén}, Stochastic Processes Appl. 119, No. 2, 468--490 (2009; Zbl 1162.60017) Full Text: DOI
Wu, Wei Biao An asymptotic theory for sample covariances of Bernoulli shifts. (English) Zbl 1157.60016 Stochastic Processes Appl. 119, No. 2, 453-467 (2009). MSC: 60F05 62M10 60G10 PDFBibTeX XMLCite \textit{W. B. Wu}, Stochastic Processes Appl. 119, No. 2, 453--467 (2009; Zbl 1157.60016) Full Text: DOI
Doukhan, Paul; Wintenberger, Olivier Weakly dependent chains with infinite memory. (English) Zbl 1166.60031 Stochastic Processes Appl. 118, No. 11, 1997-2013 (2008). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G99 62M10 91B62 60K35 60F05 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{O. Wintenberger}, Stochastic Processes Appl. 118, No. 11, 1997--2013 (2008; Zbl 1166.60031) Full Text: DOI arXiv
Lacour, Claire Nonparametric estimation of the stationary density and the transition density of a Markov chain. (English) Zbl 1129.62028 Stochastic Processes Appl. 118, No. 2, 232-260 (2008); erratum ibid. 122, No. 6, 2480-2485 (2012). MSC: 62G07 62M05 PDFBibTeX XMLCite \textit{C. Lacour}, Stochastic Processes Appl. 118, No. 2, 232--260 (2008; Zbl 1129.62028) Full Text: DOI arXiv HAL
Surgailis, Donatas Nonhomogeneous fractional integration and multifractional processes. (English) Zbl 1131.60026 Stochastic Processes Appl. 118, No. 2, 171-198 (2008). MSC: 60G12 60G18 60H05 26A33 33C65 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 118, No. 2, 171--198 (2008; Zbl 1131.60026) Full Text: DOI
Doukhan, Paul; Neumann, Michael H. Probability and moment inequalities for sums of weakly dependent random variables, with applications. (English) Zbl 1117.60018 Stochastic Processes Appl. 117, No. 7, 878-903 (2007). MSC: 60E15 62E99 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, Stochastic Processes Appl. 117, No. 7, 878--903 (2007; Zbl 1117.60018) Full Text: DOI HAL
Galtchouk, L.; Pergamenshchikov, S. Uniform concentration inequality for ergodic diffusion processes. (English) Zbl 1117.60026 Stochastic Processes Appl. 117, No. 7, 830-839 (2007). MSC: 60F10 60E15 60J60 PDFBibTeX XMLCite \textit{L. Galtchouk} and \textit{S. Pergamenshchikov}, Stochastic Processes Appl. 117, No. 7, 830--839 (2007; Zbl 1117.60026) Full Text: DOI
Dedecker, Jérôme; Prieur, Clémentine An empirical central limit theorem for dependent sequences. (English) Zbl 1117.60035 Stochastic Processes Appl. 117, No. 1, 121-142 (2007); erratum ibid. 119, No. 6, 2118-2119 (2009). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{C. Prieur}, Stochastic Processes Appl. 117, No. 1, 121--142 (2007; Zbl 1117.60035) Full Text: DOI
Marquardt, Tina; Stelzer, Robert Multivariate CARMA processes. (English) Zbl 1115.62087 Stochastic Processes Appl. 117, No. 1, 96-120 (2007). Reviewer: Andrew Olenko (Kyïv) MSC: 62M10 60G51 60H10 PDFBibTeX XMLCite \textit{T. Marquardt} and \textit{R. Stelzer}, Stochastic Processes Appl. 117, No. 1, 96--120 (2007; Zbl 1115.62087) Full Text: DOI Link
Schuhmacher, Dominic Distance estimates for dependent superpositions of point processes. (English) Zbl 1080.60050 Stochastic Processes Appl. 115, No. 11, 1819-1837 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G55 62E20 PDFBibTeX XMLCite \textit{D. Schuhmacher}, Stochastic Processes Appl. 115, No. 11, 1819--1837 (2005; Zbl 1080.60050) Full Text: DOI Link
Comte, F.; Merlevéde, F. Super optimal rates for nonparametric density estimation via projection estimators. (English) Zbl 1065.62057 Stochastic Processes Appl. 115, No. 5, 797-826 (2005). MSC: 62G07 62M09 62G20 PDFBibTeX XMLCite \textit{F. Comte} and \textit{F. Merlevéde}, Stochastic Processes Appl. 115, No. 5, 797--826 (2005; Zbl 1065.62057) Full Text: DOI
Ben Hariz, Samir Uniform CLT for empirical process. (English) Zbl 1080.60028 Stochastic Processes Appl. 115, No. 2, 339-358 (2005). Reviewer: Ulrich Stadtmüller (Ulm) MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{S. Ben Hariz}, Stochastic Processes Appl. 115, No. 2, 339--358 (2005; Zbl 1080.60028) Full Text: DOI
Dieker, A. B. Extremes of Gaussian processes over an infinite horizon. (English) Zbl 1070.60035 Stochastic Processes Appl. 115, No. 2, 207-248 (2005). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{A. B. Dieker}, Stochastic Processes Appl. 115, No. 2, 207--248 (2005; Zbl 1070.60035) Full Text: DOI Link
Barbe, Ph.; McCormick, W. P. Second-order expansion for the maximum of some stationary Gaussian sequences. (English) Zbl 1075.60024 Stochastic Processes Appl. 110, No. 2, 315-342 (2004). Reviewer: Zuzana Prášková (Praha) MSC: 60G10 60G15 60G70 62E20 62G32 PDFBibTeX XMLCite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Stochastic Processes Appl. 110, No. 2, 315--342 (2004; Zbl 1075.60024) Full Text: DOI
Ayache, Antoine; Lévy Véhel, Jacques On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion. (English) Zbl 1079.60029 Stochastic Processes Appl. 111, No. 1, 119-156 (2004). MSC: 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Lévy Véhel}, Stochastic Processes Appl. 111, No. 1, 119--156 (2004; Zbl 1079.60029) Full Text: DOI Link
Dedecker, Jérôme; Merlevède, Florence The conditional central limit theorem in Hilbert spaces. (English) Zbl 1075.60501 Stochastic Processes Appl. 108, No. 2, 229-262 (2003). Reviewer: Daniel Hlubinka (Praha) MSC: 60B12 60F05 60F17 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Stochastic Processes Appl. 108, No. 2, 229--262 (2003; Zbl 1075.60501) Full Text: DOI
Dedecker, Jérôme; Doukhan, Paul A new covariance inequality and applications. (English) Zbl 1075.60513 Stochastic Processes Appl. 106, No. 1, 63-80 (2003). Reviewer: Zuzana Prášková (Praha) MSC: 60F17 60G10 60G48 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{P. Doukhan}, Stochastic Processes Appl. 106, No. 1, 63--80 (2003; Zbl 1075.60513) Full Text: DOI
Fort, G.; Moulines, E. Polynomial ergodicity of Markov transition kernels. (English) Zbl 1075.60547 Stochastic Processes Appl. 103, No. 1, 57-99 (2003). Reviewer: Jan Seidler (Praha) MSC: 60J10 60J22 65C40 PDFBibTeX XMLCite \textit{G. Fort} and \textit{E. Moulines}, Stochastic Processes Appl. 103, No. 1, 57--99 (2003; Zbl 1075.60547) Full Text: DOI
El Machkouri, Mohamed Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields. (English) Zbl 1075.60506 Stochastic Processes Appl. 102, No. 2, 285-299 (2002). Reviewer: Petr Lachout (Praha) MSC: 60F05 60F17 60G60 60E15 PDFBibTeX XMLCite \textit{M. El Machkouri}, Stochastic Processes Appl. 102, No. 2, 285--299 (2002; Zbl 1075.60506) Full Text: DOI
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas Regular variation of GARCH processes. (English) Zbl 1060.60033 Stochastic Processes Appl. 99, No. 1, 95-115 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60G10 62M10 60G55 91B28 62G20 62P05 PDFBibTeX XMLCite \textit{B. Basrak} et al., Stochastic Processes Appl. 99, No. 1, 95--115 (2002; Zbl 1060.60033) Full Text: DOI
Comte, F.; Rozenholc, Y. Adaptive estimation of mean and volatility functions in (auto-)regressive models. (English) Zbl 1064.62046 Stochastic Processes Appl. 97, No. 1, 111-145 (2002). Reviewer: Petr Volf (Praha) MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{F. Comte} and \textit{Y. Rozenholc}, Stochastic Processes Appl. 97, No. 1, 111--145 (2002; Zbl 1064.62046) Full Text: DOI
Surgailis, Donatas Stable limits of empirical processes of moving averages with infinite variance. (English) Zbl 1059.60044 Stochastic Processes Appl. 100, No. 1-2, 255-274 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60F17 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 100, No. 1--2, 255--274 (2002; Zbl 1059.60044) Full Text: DOI
Lesigne, Emmanuel; Volný, Dalibor Large deviations for martingales. (English) Zbl 1059.60033 Stochastic Processes Appl. 96, No. 1, 143-159 (2001). Reviewer: Petr Lachout (Praha) MSC: 60F10 60G42 60G50 28D05 60G10 PDFBibTeX XMLCite \textit{E. Lesigne} and \textit{D. Volný}, Stochastic Processes Appl. 96, No. 1, 143--159 (2001; Zbl 1059.60033) Full Text: DOI
Çağlar, Mine; Çinlar, Erhan Lyapunov exponents of Poisson shot-noise velocity fields. (English) Zbl 1053.37029 Stochastic Processes Appl. 94, No. 1, 29-49 (2001). MSC: 37H10 60G60 60G57 37H15 37M25 PDFBibTeX XMLCite \textit{M. Çağlar} and \textit{E. Çinlar}, Stochastic Processes Appl. 94, No. 1, 29--49 (2001; Zbl 1053.37029) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Asymptotics of empirical processes of long memory moving averages with infinite variance. (English) Zbl 1046.62089 Stochastic Processes Appl. 91, No. 2, 309-336 (2001). MSC: 62M10 60F05 62G30 62J05 62E20 62G20 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stochastic Processes Appl. 91, No. 2, 309--336 (2001; Zbl 1046.62089) Full Text: DOI
Breyer, L. A.; Roberts, G. O. From Metropolis to diffusions: Gibbs states and optimal scaling. (English) Zbl 1047.60065 Stochastic Processes Appl. 90, No. 2, 181-206 (2000). Reviewer: Jan Seidler (Praha) MSC: 60J05 65C05 60J22 PDFBibTeX XMLCite \textit{L. A. Breyer} and \textit{G. O. Roberts}, Stochastic Processes Appl. 90, No. 2, 181--206 (2000; Zbl 1047.60065) Full Text: DOI
Lee, Sangyeol; Sriram, T. N. Sequential point estimation of parameters in a threshold AR(1) model. (English) Zbl 0995.62070 Stochastic Processes Appl. 84, No. 2, 343-355 (1999). Reviewer: Martin Holeňa (Praha) MSC: 62L12 62M10 62L15 62F12 PDFBibTeX XMLCite \textit{S. Lee} and \textit{T. N. Sriram}, Stochastic Processes Appl. 84, No. 2, 343--355 (1999; Zbl 0995.62070) Full Text: DOI
Doukhan, P.; Louhichi, S. A new weak dependence condition and applications to moment inequalities. (English) Zbl 0996.60020 Stochastic Processes Appl. 84, No. 2, 313-342 (1999). Reviewer: Zuzana Prášková (Praha) MSC: 60E15 60F17 60G10 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{S. Louhichi}, Stochastic Processes Appl. 84, No. 2, 313--342 (1999; Zbl 0996.60020) Full Text: DOI
Lavielle, Marc Detection of multiple changes in a sequence of dependent variables. (English) Zbl 0991.62014 Stochastic Processes Appl. 83, No. 1, 79-102 (1999). Reviewer: Igor Vajda (Praha) MSC: 62F12 62M99 PDFBibTeX XMLCite \textit{M. Lavielle}, Stochastic Processes Appl. 83, No. 1, 79--102 (1999; Zbl 0991.62014) Full Text: DOI
Last, Günter; Szekli, Ryszard Time and Palm stationarity of repairable systems. (English) Zbl 0962.60100 Stochastic Processes Appl. 79, No. 1, 17-43 (1999). MSC: 60K30 PDFBibTeX XMLCite \textit{G. Last} and \textit{R. Szekli}, Stochastic Processes Appl. 79, No. 1, 17--43 (1999; Zbl 0962.60100) Full Text: DOI
Bradley, Richard C. Every “lower psi-mixing” Markov chain is “interlaced rho-mixing”. (English) Zbl 0948.60064 Stochastic Processes Appl. 72, No. 2, 221-239 (1997). Reviewer: Ivan Saxl (Praha) MSC: 60J10 60G07 PDFBibTeX XMLCite \textit{R. C. Bradley}, Stochastic Processes Appl. 72, No. 2, 221--239 (1997; Zbl 0948.60064) Full Text: DOI
Masry, E. Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series. (English) Zbl 0885.62046 Stochastic Processes Appl. 67, No. 2, 177-193 (1997). Reviewer: P.Volf (Praha) MSC: 62G07 62M10 62H12 PDFBibTeX XMLCite \textit{E. Masry}, Stochastic Processes Appl. 67, No. 2, 177--193 (1997; Zbl 0885.62046) Full Text: DOI
Arcones, Miguel A. Weak convergence of stochastic processes indexed by smooth functions. (English) Zbl 0849.60005 Stochastic Processes Appl. 62, No. 1, 115-138 (1996). MSC: 60B12 60F05 PDFBibTeX XMLCite \textit{M. A. Arcones}, Stochastic Processes Appl. 62, No. 1, 115--138 (1996; Zbl 0849.60005) Full Text: DOI
Radulović, D. The bootstrap for empirical processes based on stationary observations. (English) Zbl 0885.62052 Stochastic Processes Appl. 65, No. 2, 259-279 (1996). Reviewer: M.Hušková (Praha) MSC: 62G09 62G20 60G20 60F05 PDFBibTeX XMLCite \textit{D. Radulović}, Stochastic Processes Appl. 65, No. 2, 259--279 (1996; Zbl 0885.62052) Full Text: DOI
Masry, E. Multivariate regression estimation: Local polynomial fitting for time series. (English) Zbl 0889.60039 Stochastic Processes Appl. 65, No. 1, 81-101 (1996). Reviewer: L.Kubáček (Olomouc) MSC: 60G10 PDFBibTeX XMLCite \textit{E. Masry}, Stochastic Processes Appl. 65, No. 1, 81--101 (1996; Zbl 0889.60039) Full Text: DOI
Liebscher, E. Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. (English) Zbl 0885.62045 Stochastic Processes Appl. 65, No. 1, 69-80 (1996). MSC: 62G07 60F15 62G20 62M09 PDFBibTeX XMLCite \textit{E. Liebscher}, Stochastic Processes Appl. 65, No. 1, 69--80 (1996; Zbl 0885.62045) Full Text: DOI
Bühlmann, Peter Moving-average representation of autoregressive approximations. (English) Zbl 0847.60027 Stochastic Processes Appl. 60, No. 2, 331-342 (1995). Reviewer: F.Liese (Rostock) MSC: 60G10 60G12 PDFBibTeX XMLCite \textit{P. Bühlmann}, Stochastic Processes Appl. 60, No. 2, 331--342 (1995; Zbl 0847.60027) Full Text: DOI
Bühlmann, Peter The blockwise bootstrap for general empirical processes of stationary sequences. (English) Zbl 0841.62036 Stochastic Processes Appl. 58, No. 2, 247-265 (1995). MSC: 62G09 62G30 PDFBibTeX XMLCite \textit{P. Bühlmann}, Stochastic Processes Appl. 58, No. 2, 247--265 (1995; Zbl 0841.62036) Full Text: DOI
Cox, Dennis D.; Kim, Tae Yoon Moment bounds for mixing random variables useful in nonparametric function estimation. (English) Zbl 0817.62027 Stochastic Processes Appl. 56, No. 1, 151-158 (1995). MSC: 62G07 62G05 PDFBibTeX XMLCite \textit{D. D. Cox} and \textit{T. Y. Kim}, Stochastic Processes Appl. 56, No. 1, 151--158 (1995; Zbl 0817.62027) Full Text: DOI
Puri, Madan L.; Ruymgaart, Frits H. Nonparametric prediction for random fields. (English) Zbl 0797.62035 Stochastic Processes Appl. 48, No. 1, 139-156 (1993). Reviewer: V.Parkhomenko (Kiev) MSC: 62G07 60G60 PDFBibTeX XMLCite \textit{M. L. Puri} and \textit{F. H. Ruymgaart}, Stochastic Processes Appl. 48, No. 1, 139--156 (1993; Zbl 0797.62035) Full Text: DOI
Baek, Jangsun; Wehrly, Thomas E. Kernel estimation for additive models under dependence. (English) Zbl 0780.62031 Stochastic Processes Appl. 47, No. 1, 95-112 (1993). MSC: 62G07 62G20 62G09 62E20 62M10 PDFBibTeX XMLCite \textit{J. Baek} and \textit{T. E. Wehrly}, Stochastic Processes Appl. 47, No. 1, 95--112 (1993; Zbl 0780.62031) Full Text: DOI
Diebolt, Jean Testing the functions defining a nonlinear autoregressive time series. (English) Zbl 0704.62083 Stochastic Processes Appl. 36, No. 1, 85-106 (1990). Reviewer: J.Anděl MSC: 62M10 62G10 60F17 PDFBibTeX XMLCite \textit{J. Diebolt}, Stochastic Processes Appl. 36, No. 1, 85--106 (1990; Zbl 0704.62083) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak invariance of generalized U-statistics for nonstationary absolutely regular processes. (English) Zbl 0701.60025 Stochastic Processes Appl. 34, No. 2, 341-360 (1990). Reviewer: A.K.Basu MSC: 60F17 62G30 60J65 62G99 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, Stochastic Processes Appl. 34, No. 2, 341--360 (1990; Zbl 0701.60025) Full Text: DOI
Castellana, J. V. Integrated consistency of smoothed probability density estimators for stationary sequences. (English) Zbl 0701.62048 Stochastic Processes Appl. 33, No. 2, 335-346 (1989). MSC: 62G05 60E10 62G20 PDFBibTeX XMLCite \textit{J. V. Castellana}, Stochastic Processes Appl. 33, No. 2, 335--346 (1989; Zbl 0701.62048) Full Text: DOI
Collomb, Gérard; Härdle, Wolfgang Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. (English) Zbl 0612.62127 Stochastic Processes Appl. 23, 77-89 (1986). Reviewer: J.Anděl MSC: 62M10 62E20 62G05 60F15 62M20 PDFBibTeX XMLCite \textit{G. Collomb} and \textit{W. Härdle}, Stochastic Processes Appl. 23, 77--89 (1986; Zbl 0612.62127) Full Text: DOI