Bouhadjera, Feriel; Saïd, Elias Ould Asymptotic normality of the relative error regression function estimator for censored and time series data. (English) Zbl 1480.62199 Depend. Model. 9, 156-178 (2021). MSC: 62N02 62E20 62G07 62G08 62G20 62P10 PDFBibTeX XMLCite \textit{F. Bouhadjera} and \textit{E. O. Saïd}, Depend. Model. 9, 156--178 (2021; Zbl 1480.62199) Full Text: DOI
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan Exponential inequalities for nonstationary Markov chains. (English) Zbl 1434.60171 Depend. Model. 7, 150-168 (2019). MSC: 60J05 60E15 62M05 62M10 62M20 68Q32 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 7, 150--168 (2019; Zbl 1434.60171) Full Text: DOI arXiv
Dobric, Jadran; Frahm, Gabriel; Schmid, Friedrich Dependence of stock returns in bull and bear markets. (English) Zbl 06297674 Depend. Model. 1, 94-110 (2013). MSC: 62H20 62P05 PDFBibTeX XMLCite \textit{J. Dobric} et al., Depend. Model. 1, 94--110 (2013; Zbl 06297674) Full Text: DOI
Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier Prediction of time series by statistical learning: general losses and fast rates. (English) Zbl 06297673 Depend. Model. 1, 65-93 (2013). MSC: 62M20 60G25 62M10 62P20 68Q32 68T05 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 1, 65--93 (2013; Zbl 06297673) Full Text: DOI arXiv