Arvanitis, Stelios Concentration inequalities for kernel density estimators under uniform mixing. (English) Zbl 07716681 J. Korean Stat. Soc. 52, No. 2, 440-449 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Arvanitis}, J. Korean Stat. Soc. 52, No. 2, 440--449 (2023; Zbl 07716681) Full Text: DOI
Löffler, Matthias; Picard, Antoine Spectral thresholding for the estimation of Markov chain transition operators. (English) Zbl 1493.62172 Electron. J. Stat. 15, No. 2, 6281-6310 (2021). MSC: 62G05 62C20 PDFBibTeX XMLCite \textit{M. Löffler} and \textit{A. Picard}, Electron. J. Stat. 15, No. 2, 6281--6310 (2021; Zbl 1493.62172) Full Text: DOI arXiv Link
Arvanitis, Stelios A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations. (English) Zbl 1379.60035 Stat. Probab. Lett. 126, 198-204 (2017). MSC: 60F17 60G51 62M10 62M07 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 126, 198--204 (2017; Zbl 1379.60035) Full Text: DOI
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics. (English) Zbl 1325.62161 J. Time Ser. Anal. 36, No. 3, 462-480 (2015). MSC: 62M10 62F40 62F35 62F05 PDFBibTeX XMLCite \textit{P. Bertail} et al., J. Time Ser. Anal. 36, No. 3, 462--480 (2015; Zbl 1325.62161) Full Text: DOI
Sart, Mathieu Estimation of the transition density of a Markov chain. (English. French summary) Zbl 1298.62144 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 1028-1068 (2014). MSC: 62M05 62G05 60J10 PDFBibTeX XMLCite \textit{M. Sart}, Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 1028--1068 (2014; Zbl 1298.62144) Full Text: DOI arXiv Euclid
Neumeyer, Natalie; Selk, Leonie A note on non-parametric testing for Gaussian innovations in AR-ARCH models. (English) Zbl 1273.62218 J. Time Ser. Anal. 34, No. 3, 362-367 (2013). MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{N. Neumeyer} and \textit{L. Selk}, J. Time Ser. Anal. 34, No. 3, 362--367 (2013; Zbl 1273.62218) Full Text: DOI arXiv
Hwang, Eunju; Shin, Dong Wan Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model. (English) Zbl 1290.62077 J. Time Ser. Anal. 32, No. 3, 292-303 (2011). MSC: 62M10 62G05 62G08 62F40 62M05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, J. Time Ser. Anal. 32, No. 3, 292--303 (2011; Zbl 1290.62077) Full Text: DOI
Akakpo, Nathalie; Lacour, Claire Inhomogeneous and anisotropic conditional density estimation from dependent data. (English) Zbl 1271.62060 Electron. J. Stat. 5, 1618-1653 (2011). MSC: 62G05 62H12 62M05 62M09 PDFBibTeX XMLCite \textit{N. Akakpo} and \textit{C. Lacour}, Electron. J. Stat. 5, 1618--1653 (2011; Zbl 1271.62060) Full Text: DOI Euclid
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica Extreme values statistics for Markov chains via the (pseudo-) regenerative method. (English) Zbl 1224.60117 Extremes 12, No. 4, 327-360 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 62G32 62M10 PDFBibTeX XMLCite \textit{P. Bertail} et al., Extremes 12, No. 4, 327--360 (2009; Zbl 1224.60117) Full Text: DOI HAL
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
Bertail, Patrice; Clémençon, Stéphan Regeneration-based statistics for Harris recurrent Markov chains. (English) Zbl 1118.62086 Bertail, Patrice (ed.) et al., Dependence in probability and statistics. New York, NY: Springer (ISBN 0-387-31741-4/pbk). Lecture Notes in Statistics 187, 3-54 (2006). MSC: 62M05 62G20 62G32 62G35 60J10 PDFBibTeX XMLCite \textit{P. Bertail} and \textit{S. Clémençon}, Lect. Notes Stat. 187, 3--54 (2006; Zbl 1118.62086) Full Text: DOI
Laksaci, Ali; Yousfate, Abderrahmane Functional density estimation of the transition operator of a discrete-time Markov process. (Estimation fonctionnelle de la densité de l’opérateur de transition d’un processus de Markov à temps discret.) (French) Zbl 0997.62026 C. R., Math., Acad. Sci. Paris 334, No. 11, 1035-1038 (2002). MSC: 62G07 62M05 PDFBibTeX XMLCite \textit{A. Laksaci} and \textit{A. Yousfate}, C. R., Math., Acad. Sci. Paris 334, No. 11, 1035--1038 (2002; Zbl 0997.62026) Full Text: DOI
Vasil’ev, V. A.; Koshkin, G. M. Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations. (English. Russian original) Zbl 0955.62039 Sib. Math. J. 41, No. 2, 229-245 (2000); translation from Sib. Mat. Zh. 41, No. 2, 284-303 (2000). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 62G07 62M10 62G20 62G05 62F12 PDFBibTeX XMLCite \textit{V. A. Vasil'ev} and \textit{G. M. Koshkin}, Sib. Math. J. 41, No. 2, 284--303 (2000; Zbl 0955.62039); translation from Sib. Mat. Zh. 41, No. 2, 284--303 (2000) Full Text: DOI EuDML
Bosq, Denis; Shen, Jia Estimation of an autoregressive semiparametric model with exogenous variables. (English) Zbl 0951.62031 J. Stat. Plann. Inference 68, No. 1, 105-127 (1998). Reviewer: T.Cipra (Praha) MSC: 62G08 62M10 62M99 PDFBibTeX XMLCite \textit{D. Bosq} and \textit{J. Shen}, J. Stat. Plann. Inference 68, No. 1, 105--127 (1998; Zbl 0951.62031) 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
Vieu, Philippe Quadratic errors for nonparametric estimates under dependence. (English) Zbl 0751.62022 J. Multivariate Anal. 39, No. 2, 324-347 (1991). Reviewer: H.Liero (Potsdam) MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{P. Vieu}, J. Multivariate Anal. 39, No. 2, 324--347 (1991; Zbl 0751.62022) Full Text: DOI
Diebolt, Jean Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes. (English) Zbl 0739.62071 J. Theor. Probab. 4, No. 4, 655-667 (1991). Reviewer: G.Högnäs (Åbo) MSC: 62M10 60J10 60G10 PDFBibTeX XMLCite \textit{J. Diebolt}, J. Theor. Probab. 4, No. 4, 655--667 (1991; Zbl 0739.62071) 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
Yakowitz, Sidney Nonparametric density and regression estimation for Markov sequences without mixing assumptions. (English) Zbl 0701.62049 J. Multivariate Anal. 30, No. 1, 124-136 (1989). MSC: 62G05 62M05 62M10 PDFBibTeX XMLCite \textit{S. Yakowitz}, J. Multivariate Anal. 30, No. 1, 124--136 (1989; Zbl 0701.62049) 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
Hernández-Lerma, Onésimo; Marcus, Steven I. Nonparametric adaptive control of discrete-time partially observable stochastic systems. (English) Zbl 0675.93055 J. Math. Anal. Appl. 137, No. 2, 312-334 (1989). MSC: 93C40 93E03 93C55 PDFBibTeX XMLCite \textit{O. Hernández-Lerma} and \textit{S. I. Marcus}, J. Math. Anal. Appl. 137, No. 2, 312--334 (1989; Zbl 0675.93055) Full Text: DOI
Collomb, Gérard Propriétés de convergence presque complète de prédicteur à noyau. (French) Zbl 0525.62046 Z. Wahrscheinlichkeitstheor. Verw. Geb. 66, 441-460 (1984). MSC: 62G05 62M20 62F12 PDFBibTeX XMLCite \textit{G. Collomb}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 66, 441--460 (1984; Zbl 0525.62046) Full Text: DOI