Dahlhaus, Rainer; Richter, Stefan Adaptation for nonparametric estimators of locally stationary processes. (English) Zbl 07785626 Econom. Theory 39, No. 6, 1123-1153 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Dahlhaus} and \textit{S. Richter}, Econom. Theory 39, No. 6, 1123--1153 (2023; Zbl 07785626) Full Text: DOI arXiv OA License
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Multivariate wavelet estimators for weakly dependent processes: strong consistency rate. (English) Zbl 07767127 Commun. Stat., Theory Methods 52, No. 23, 8317-8350 (2023). MSC: 62E20 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., Commun. Stat., Theory Methods 52, No. 23, 8317--8350 (2023; Zbl 07767127) Full Text: DOI
Bey, Siham; Guessoum, Zohra; Tatachak, Abdelkader Kernel regression estimation for LTRC and associated data. (English) Zbl 07720162 Commun. Stat., Theory Methods 52, No. 18, 6381-6406 (2023). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{S. Bey} et al., Commun. Stat., Theory Methods 52, No. 18, 6381--6406 (2023; Zbl 07720162) Full Text: DOI
Rih, Soumia; Tatachak, Abdelkader Kernel conditional density and mode estimation for psi-weakly dependent observations. (English) Zbl 07702495 Commun. Stat., Theory Methods 52, No. 7, 2072-2098 (2023). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{S. Rih} and \textit{A. Tatachak}, Commun. Stat., Theory Methods 52, No. 7, 2072--2098 (2023; Zbl 07702495) Full Text: DOI
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
Dolgopyat, Dmitry; Hafouta, Yeor A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains. (English) Zbl 1514.60080 Probab. Theory Relat. Fields 186, No. 1-2, 439-476 (2023). MSC: 60J10 60F05 PDFBibTeX XMLCite \textit{D. Dolgopyat} and \textit{Y. Hafouta}, Probab. Theory Relat. Fields 186, No. 1--2, 439--476 (2023; Zbl 1514.60080) Full Text: DOI arXiv
Montes, Ignacio Comonotone lower probabilities with robust marginal distributions functions. (English) Zbl 1487.60004 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 130, 29 p. (2022). MSC: 60A05 60E15 62E17 62E15 62H05 PDFBibTeX XMLCite \textit{I. Montes}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 130, 29 p. (2022; Zbl 1487.60004) Full Text: DOI
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) Full Text: DOI arXiv Link
Assia, Mezhoud Kenza Almost sure convergence of recursive kernel estimatiors of the density and the regression under \(\eta\)-weak dependence. (English) Zbl 07531789 Commun. Stat., Theory Methods 50, No. 17, 3913-3927 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. K. Assia}, Commun. Stat., Theory Methods 50, No. 17, 3913--3927 (2021; Zbl 07531789) Full Text: DOI
Allaoui, Soumaya; Bouzebda, Salim; Chesneau, Christophe; Liu, Jicheng Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence. (English) Zbl 1472.62031 J. Nonparametric Stat. 33, No. 2, 170-196 (2021). MSC: 62E20 62H12 62G09 42C40 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Nonparametric Stat. 33, No. 2, 170--196 (2021; Zbl 1472.62031) Full Text: DOI
Hafouta, Yeor Limit theorems for some skew products with mixing base maps. (English) Zbl 1475.60052 Ergodic Theory Dyn. Syst. 41, No. 1, 241-271 (2021). MSC: 60F05 37H99 60K37 37D20 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ergodic Theory Dyn. Syst. 41, No. 1, 241--271 (2021; Zbl 1475.60052) Full Text: DOI arXiv
Hafouta, Yeor Limit theorems for some time-dependent expanding dynamical systems. (English) Zbl 1456.37007 Nonlinearity 33, No. 12, 6421-6460 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37C30 37C40 60F05 60F10 PDFBibTeX XMLCite \textit{Y. Hafouta}, Nonlinearity 33, No. 12, 6421--6460 (2020; Zbl 1456.37007) Full Text: DOI arXiv
Guessoum, Zohra; Tatachak, Abdelkader Asymptotic results for truncated-censored and associated data. (English) Zbl 1442.62103 Sankhyā, Ser. B 82, No. 1, 142-164 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G20 62G05 62G30 62N01 PDFBibTeX XMLCite \textit{Z. Guessoum} and \textit{A. Tatachak}, Sankhyā, Ser. B 82, No. 1, 142--164 (2020; Zbl 1442.62103) Full Text: DOI
Hafouta, Yeor Nonconventional moderate deviations theorems and exponential concentration inequalities. (English. French summary) Zbl 1434.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428-448 (2020). MSC: 60F10 60F05 37D20 37D25 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428--448 (2020; Zbl 1434.60090) Full Text: DOI arXiv Euclid
Adjoudj, Latifa; Tatachak, Abdelkader Conditional quantile estimation for truncated and associated data. (English) Zbl 1508.62083 Commun. Stat., Theory Methods 48, No. 18, 4598-4641 (2019). MSC: 62G07 62E20 62G20 PDFBibTeX XMLCite \textit{L. Adjoudj} and \textit{A. Tatachak}, Commun. Stat., Theory Methods 48, No. 18, 4598--4641 (2019; Zbl 1508.62083) Full Text: DOI
Djelladj, Wafaa; Tatachak, Abdelkader Strong uniform consistency of a kernel conditional quantile estimator for censored and associated data. (English) Zbl 1471.62313 Hacet. J. Math. Stat. 48, No. 1, 290-311 (2019). MSC: 62G07 62G20 62N05 PDFBibTeX XMLCite \textit{W. Djelladj} and \textit{A. Tatachak}, Hacet. J. Math. Stat. 48, No. 1, 290--311 (2019; Zbl 1471.62313) Full Text: Link
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
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni Consistent estimation of time-varying loadings in high-dimensional factor models. (English) Zbl 1452.62415 J. Econom. 208, No. 2, 535-562 (2019). MSC: 62H25 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{J. G. Mikkelsen} et al., J. Econom. 208, No. 2, 535--562 (2019; Zbl 1452.62415) Full Text: DOI Link
Hu, Hongchang Bahadur representations of M-estimators and their applications in general linear models. (English) Zbl 1497.62168 J. Inequal. Appl. 2018, Paper No. 123, 32 p. (2018). MSC: 62J05 62M10 62F12 60F05 60F17 PDFBibTeX XMLCite \textit{H. Hu}, J. Inequal. Appl. 2018, Paper No. 123, 32 p. (2018; Zbl 1497.62168) Full Text: DOI
Manel, Kacem; Véronique, Maume-Deschamps Estimation of the limit variance for sums under a new weak dependence condition. (English) Zbl 1459.60063 Statistics 52, No. 2, 273-287 (2018). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{K. Manel} and \textit{M.-D. Véronique}, Statistics 52, No. 2, 273--287 (2018; Zbl 1459.60063) Full Text: DOI
Menni, Nassira; Tatachak, Abdelkader A note on estimating the conditional expectation under censoring and association: strong uniform consistency. (English) Zbl 1401.62052 Stat. Pap. 59, No. 3, 1009-1030 (2018). MSC: 62G07 62N02 62G05 62G20 PDFBibTeX XMLCite \textit{N. Menni} and \textit{A. Tatachak}, Stat. Pap. 59, No. 3, 1009--1030 (2018; Zbl 1401.62052) Full Text: DOI
Bertin, Karine; Klutchnikoff, Nicolas Pointwise adaptive estimation of the marginal density of a weakly dependent process. (English) Zbl 1391.62056 J. Stat. Plann. Inference 187, 115-129 (2017). MSC: 62G07 62C20 PDFBibTeX XMLCite \textit{K. Bertin} and \textit{N. Klutchnikoff}, J. Stat. Plann. Inference 187, 115--129 (2017; Zbl 1391.62056) Full Text: DOI arXiv
Guessoum, Z.; Hamrani, F. Convergence rate of the kernel regression estimator for associated and truncated data. (English) Zbl 1369.62071 J. Nonparametric Stat. 29, No. 2, 425-446 (2017). MSC: 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{Z. Guessoum} and \textit{F. Hamrani}, J. Nonparametric Stat. 29, No. 2, 425--446 (2017; Zbl 1369.62071) Full Text: DOI
Fan, Xiequan; Grama, Ion; Liu, Quansheng Deviation inequalities for martingales with applications. (English) Zbl 1387.60034 J. Math. Anal. Appl. 448, No. 1, 538-566 (2017). MSC: 60E15 60F10 60G42 PDFBibTeX XMLCite \textit{X. Fan} et al., J. Math. Anal. Appl. 448, No. 1, 538--566 (2017; Zbl 1387.60034) Full Text: DOI
Ferrani, Yacine; Saïd, Elias Ould; Tatachak, Abdelkader On kernel density and mode estimates for associated and censored data. (English) Zbl 1338.62081 Commun. Stat., Theory Methods 45, No. 7, 1853-1862 (2016). MSC: 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Ferrani} et al., Commun. Stat., Theory Methods 45, No. 7, 1853--1862 (2016; Zbl 1338.62081) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Kernel estimators of mode under \(\psi\)-weak dependence. (English) Zbl 1440.62121 Ann. Inst. Stat. Math. 68, No. 2, 301-327 (2016). MSC: 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Ann. Inst. Stat. Math. 68, No. 2, 301--327 (2016; Zbl 1440.62121) Full Text: DOI
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
Hwang, Eunju; Shin, Dong Wan Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence. (English) Zbl 1302.62093 Commun. Stat., Theory Methods 43, No. 17, 3751-3761 (2014). MSC: 62G08 62M05 62F40 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 43, No. 17, 3751--3761 (2014; Zbl 1302.62093) Full Text: DOI
Mezhoud, Kenza Assia; Mohdeb, Zaher; Louhichi, Sana Recursive kernel estimation of the density under \(\eta\)-weak dependence. (English) Zbl 1306.62097 J. Korean Stat. Soc. 43, No. 3, 403-414 (2014). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{K. A. Mezhoud} et al., J. Korean Stat. Soc. 43, No. 3, 403--414 (2014; Zbl 1306.62097) Full Text: DOI
Meng, MeiXia; Ai, ChunRong Some uniform convergence results for kernel estimators. (English) Zbl 1280.62058 Sci. China, Math. 56, No. 9, 1945-1956 (2013). MSC: 62G20 62G08 PDFBibTeX XMLCite \textit{M. Meng} and \textit{C. Ai}, Sci. China, Math. 56, No. 9, 1945--1956 (2013; Zbl 1280.62058) Full Text: DOI
Forzani, Liliana; Fraiman, Ricardo; Llop, Pamela Density estimation for spatial-temporal models. (English) Zbl 1270.91069 Test 22, No. 2, 321-342 (2013). MSC: 62G07 62M40 62G20 PDFBibTeX XMLCite \textit{L. Forzani} et al., Test 22, No. 2, 321--342 (2013; Zbl 1270.91069) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Random central limit theorems for linear processes with weakly dependent innovations. (English) Zbl 1296.60057 J. Korean Stat. Soc. 41, No. 3, 313-322 (2012). MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, J. Korean Stat. Soc. 41, No. 3, 313--322 (2012; Zbl 1296.60057) Full Text: DOI
Fan, Jianqing; Zhang, Jingjin; Yu, Ke Vast portfolio selection with gross-exposure constraints. (English) Zbl 1261.62091 J. Am. Stat. Assoc. 107, No. 498, 592-606 (2012). MSC: 62P05 65C60 PDFBibTeX XMLCite \textit{J. Fan} et al., J. Am. Stat. Assoc. 107, No. 498, 592--606 (2012; Zbl 1261.62091) Full Text: DOI Link
Hwang, Eunju; Shin, Dong Wan Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence. (English) Zbl 1243.62060 Comput. Stat. Data Anal. 56, No. 6, 1581-1593 (2012). MSC: 62G09 62G07 62M10 65C05 62P05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 56, No. 6, 1581--1593 (2012; Zbl 1243.62060) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence. (English) Zbl 1408.62083 Stat. Probab. Lett. 82, No. 3, 488-495 (2012). MSC: 62G09 62M09 60G10 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Stat. Probab. Lett. 82, No. 3, 488--495 (2012; Zbl 1408.62083) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors. (English) Zbl 1296.62120 J. Korean Stat. Soc. 40, No. 4, 411-424 (2011). MSC: 62H12 62G20 62E20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, J. Korean Stat. Soc. 40, No. 4, 411--424 (2011; Zbl 1296.62120) Full Text: DOI
Alquier, Pierre; Doukhan, Paul Sparsity considerations for dependent variables. (English) Zbl 1274.62462 Electron. J. Stat. 5, 750-774 (2011). MSC: 62J07 62M10 62J05 62G07 62G08 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{P. Doukhan}, Electron. J. Stat. 5, 750--774 (2011; Zbl 1274.62462) Full Text: DOI arXiv Euclid
Kevei, Péter; Mason, David M. A note on a maximal Bernstein inequality. (English) Zbl 1225.60032 Bernoulli 17, No. 3, 1054-1062 (2011). MSC: 60E15 PDFBibTeX XMLCite \textit{P. Kevei} and \textit{D. M. Mason}, Bernoulli 17, No. 3, 1054--1062 (2011; Zbl 1225.60032) Full Text: DOI arXiv
Gannaz, Irène; Wintenberger, Olivier Adaptive density estimation under weak dependence. (English) Zbl 1209.62056 ESAIM, Probab. Stat. 14, 151-172 (2010). MSC: 62G07 62G20 62M10 42C40 65C60 PDFBibTeX XMLCite \textit{I. Gannaz} and \textit{O. Wintenberger}, ESAIM, Probab. Stat. 14, 151--172 (2010; Zbl 1209.62056) Full Text: DOI arXiv EuDML
Doukhan, Paul; Lang, Gabriel Evaluation for moments of a ratio with application to regression estimation. (English) Zbl 1200.62035 Bernoulli 15, No. 4, 1259-1286 (2009). MSC: 62G08 62M09 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Bernoulli 15, No. 4, 1259--1286 (2009; Zbl 1200.62035) Full Text: DOI arXiv