Exponential inequalities and functional central limit theorems for random fields
By Jérôme Dedecker. 2001
77 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/9dd1e97a11482e9e1cc3a501217b35dade0e373f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- F. Merlevède
- Magda Peligrad
- Christian Hansen
- Clémentine Prieur
- Jérôme Dedecker
- Timothy G. Conley
- C. Bester
- Timothy J. Vogelsang
In Management Science and Operations Research
- F. Merlevède
- Magda Peligrad
- Clémentine Prieur
- Jérôme Dedecker
- Timothy J. Vogelsang
- C. Bester
- Christian Hansen
- Timothy G. Conley
In Mathematical Physics
- F. Merlevède
- Magda Peligrad
- Clémentine Prieur
- Jérôme Dedecker
- Christian Hansen
- C. Bester
- Timothy J. Vogelsang
- Timothy G. Conley
Citations in the corpus
- An empirical central limit theorem for dependent sequences (2007, methodology): “We first recall two moment inequalities given in Dedecker [9].”
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (2011, background): “The inequality (17) follows now by the maximal inequality (6).”
- Maximal Inequalities and Empirical Central Limit Theorems (2002, background): “We first recall a central limit theorem for non uniform mixing sequences (cf. Dedecker [7], Corollary 3): Theorem 5.1.”
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (2014, methodology): “We generate instruments and errors as geometrically decaying spatial moving averages of order 15: zs,h = ∑ ‖ j‖≤15 γ ‖ j‖ws+ j,h for h = 1,2,3, εs = ∑ ‖ j‖≤15 γ ‖ j‖us+ j,1, and vs = ∑ ‖ j‖≤15 γ ‖ j‖us+ j,2, where ‖ j‖ = max( j1, j2); us,1 = .8us,2 + .6es ; and es , us,2, ws,1, ws,2, and ws,3 are…”