Ngatchou-Wandji, Joseph; Puri, Madan L.; Harel, Michel; Elharfaoui, Echarif Testing nonstationary and absolutely regular nonlinear time series models. (English) Zbl 1431.62404 Stat. Inference Stoch. Process. 22, No. 3, 557-593 (2019). MSC: 62M10 60F17 62J02 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} et al., Stat. Inference Stoch. Process. 22, No. 3, 557--593 (2019; Zbl 1431.62404) Full Text: DOI
Harel, Michel; Ravelomanantsoa, Fy Mamenosoa Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary \(\beta\)-mixing positive random variables. (Comportement asymptotique de l’estimateur non paramétrique de la fonction de renouvellement associée à des variables aléatoires positives stationnaires \(\beta\)-mélangeantes.) (French. English summary) Zbl 1281.62095 C. R., Math., Acad. Sci. Paris 352, No. 1, 81-84 (2014). MSC: 62G07 62G20 62G05 62G30 PDFBibTeX XMLCite \textit{M. Harel} and \textit{F. M. Ravelomanantsoa}, C. R., Math., Acad. Sci. Paris 352, No. 1, 81--84 (2014; Zbl 1281.62095) Full Text: DOI
Ngatchou-Wandji, Joseph; Harel, Michel A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models. (English) Zbl 1292.62130 Stat. Inference Stoch. Process. 16, No. 3, 207-236 (2013). MSC: 62M10 60F17 62G10 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{M. Harel}, Stat. Inference Stoch. Process. 16, No. 3, 207--236 (2013; Zbl 1292.62130) Full Text: DOI
Liu, Weidong; Wu, Wei Biao Simultaneous nonparametric inference of time series. (English) Zbl 1202.62048 Ann. Stat. 38, No. 4, 2388-2421 (2010). MSC: 62G07 62M10 62G08 62G15 62P05 PDFBibTeX XMLCite \textit{W. Liu} and \textit{W. B. Wu}, Ann. Stat. 38, No. 4, 2388--2421 (2010; Zbl 1202.62048) Full Text: DOI arXiv
Ango Nze, Patrick; Bühlmann, Peter; Doukhan, Paul Weak dependence beyond mixing and asymptotics for nonparametric regression. (English) Zbl 1012.62037 Ann. Stat. 30, No. 2, 397-430 (2002). MSC: 62G08 62M10 60F05 PDFBibTeX XMLCite \textit{P. Ango Nze} et al., Ann. Stat. 30, No. 2, 397--430 (2002; Zbl 1012.62037) Full Text: DOI
Neumann, Michael H. Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations. (English) Zbl 0930.62038 Ann. Stat. 26, No. 5, 2014-2048 (1998). MSC: 62G07 62G20 62G10 62G09 60F15 PDFBibTeX XMLCite \textit{M. H. Neumann}, Ann. Stat. 26, No. 5, 2014--2048 (1998; Zbl 0930.62038) Full Text: DOI
Harel, Michel; Puri, Madan L. Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (English) Zbl 1067.62570 J. Stat. Plann. Inference 68, No. 2, 271-294 (1998). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Stat. Plann. Inference 68, No. 2, 271--294 (1998; Zbl 1067.62570) Full Text: DOI
Ragbi, Bouameur Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions. (English) Zbl 0936.60035 J. Math. Anal. Appl. 221, No. 2, 476-498 (1998). Reviewer: A.K.Basu (Calcutta) MSC: 60F17 60G60 60B12 62G99 PDFBibTeX XMLCite \textit{B. Ragbi}, J. Math. Anal. Appl. 221, No. 2, 476--498 (1998; Zbl 0936.60035) Full Text: DOI
Ragbi, Bouameur Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition. (English) Zbl 0894.60024 J. Stat. Plann. Inference 61, No. 1, 1-16 (1997). MSC: 60F05 PDFBibTeX XMLCite \textit{B. Ragbi}, J. Stat. Plann. Inference 61, No. 1, 1--16 (1997; Zbl 0894.60024) Full Text: DOI
Rio, Emmanuel About the Lindeberg method for strongly mixing sequences. (English) Zbl 0869.60021 ESAIM, Probab. Stat. 1(1997), 35-61 (1995). MSC: 60F05 PDFBibTeX XMLCite \textit{E. Rio}, ESAIM, Probab. Stat. 1, 35--61 (1995; Zbl 0869.60021) Full Text: DOI EuDML
Harel, Michel; Puri, Madan L. Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables. (English) Zbl 0812.60028 J. Theor. Probab. 7, No. 4, 831-855 (1994). Reviewer: A.I.Volodin (Kazan’) MSC: 60F15 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Theor. Probab. 7, No. 4, 831--855 (1994; Zbl 0812.60028) Full Text: DOI
Harel, Michel Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes. (English) Zbl 0759.60030 J. Stat. Plann. Inference 32, No. 2, 197-227 (1992). Reviewer: K.Kubilius (Vilnius) MSC: 60F17 PDFBibTeX XMLCite \textit{M. Harel}, J. Stat. Plann. Inference 32, No. 2, 197--227 (1992; Zbl 0759.60030) Full Text: DOI
Harel, Michel; Puri, Madan L. Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes. (English) Zbl 0731.60006 J. Stat. Plann. Inference 27, No. 1, 1-23 (1991). Reviewer: R.Vasudeva (Mysore) MSC: 60B10 60F05 62G30 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Stat. Plann. Inference 27, No. 1, 1--23 (1991; Zbl 0731.60006) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes. (English) Zbl 0721.60036 J. Multivariate Anal. 36, No. 2, 204-221 (1991). Reviewer: K.Kubilius (Vilnius) MSC: 60F17 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 36, No. 2, 204--221 (1991; Zbl 0721.60036) Full Text: DOI
Harel, Michel; Puri, Madan L. The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing. (English) Zbl 0721.60037 Adv. Appl. Math. 11, No. 4, 443-474 (1990). Reviewer: L.Rüschendorf (Münster) MSC: 60F17 60B10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, Adv. Appl. Math. 11, No. 4, 443--474 (1990; Zbl 0721.60037) 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
Massart, P. About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure. (English) Zbl 0638.60029 Probab. Theory Relat. Fields 79, No. 3, 431-450 (1988). Reviewer: P.Massart MSC: 60F05 60F15 11K06 PDFBibTeX XMLCite \textit{P. Massart}, Probab. Theory Relat. Fields 79, No. 3, 431--450 (1988; Zbl 0638.60029) Full Text: DOI
Doukhan, P.; Leon, J. R.; Portal, F. Principes d’invariance faible pour la mesure empirique d’une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables). (French) Zbl 0596.60037 Probab. Theory Relat. Fields 76, 51-70 (1987). MSC: 60F17 60G15 62G05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Probab. Theory Relat. Fields 76, 51--70 (1987; Zbl 0596.60037) Full Text: DOI