Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation

By Svetlana Borovkova, R. Burton, Herold G. Dehling. 2001

152 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Mathematical Physics, Statistical and Nonlinear Physics

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Citations in the corpus

A Wild Bootstrap for Degenerate Kernel Tests (2014, background): “For a 1-approximating functional of an absolutely regular process [6], convergence in probability of the empirical HSIC to its population value was shown in [33].”
Probability and moment inequalities for sums of weakly dependent random variables, with applications (2007, result): “We present here the results from Doukhan and Wintenberger [14] who sharpen analogous results from Borovkova, Burton and Dehling [4].”
Robust estimation of the scale and of the autocovariance function of Gaussian short‐ and long‐range dependent processes (2009, methodology): “It is necessary to use results on the empirical version of the correlation integral which requires extensions of the results derived for U -processes under short-range dependence conditions by Borovkova et al. (2001). For this part, we use novel results on U -processes of long-memory time-series tha”
Asymptotic results for the empirical process of stationary sequences (2009, unknown): “[14] consider generalized empirical processes of functionals of absolutely regular processes.”
Risk, Jumps, and Diversification (2008, methodology): “The price series are sampled every 30-s using a slightly modified version of the previous tick method from Dacorogna et al. (2001).”
New dependence coefficients. Examples and applications to statistics (2005, background): “Functions of β-mixing processes have been further studied in a recent paper by Borovkova et al. (2001), who provided many interesting examples and applications, and showed how the coupling properties of the underlying sequence may be used in such situations.”