EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS
From MaRDI portal
Publication:3426807
DOI10.1142/S0219493706001876zbMath1130.37319arXivmath/0604214OpenAlexW2054163096MaRDI QIDQ3426807
Publication date: 13 March 2007
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0604214
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20)
Related Items
Adjustment coefficient for risk processes in some dependent contexts ⋮ Recovery guarantees for polynomial coefficients from weakly dependent data with outliers ⋮ Learning Theory Estimates with Observations from General Stationary Stochastic Processes ⋮ A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model ⋮ Unnamed Item ⋮ Adaptive density estimation under weak dependence ⋮ Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods
Cites Work
- Absolutely continuous invariant measures for piecewise expanding \(C^ 2\) transformations in \(\mathbb R^N\)
- On iterations of \(1-\alpha x^2\) on \((-1,1)\)
- Spectral theory, zeta functions and the distribution of periodic points for Collet-Eckmann maps
- Ergodic theory on compact spaces
- Statistical properties of dynamical systems with some hyperbolicity
- Recurrence times and rates of mixing
- Intrinsic ergodicity of affine maps in \([0,1^ d\)]
- Absolutely continuous invariant measures for piecewise real-analytic expanding maps on the plane
- Decay of correlations for piecewise expanding maps.
- A new weak dependence condition and applications to moment inequalities
- New dependence coefficients. Examples and applications to statistics
- Markov extensions for multi-dimensional dynamical systems
- Exponential inequalities for dynamical measures of expanding maps of the interval
- Decay of correlations for piecewise invertible maps in higher dimensions
- Absolutely continuous invariant measures for multidimensional expanding maps
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- A new covariance inequality and applications.
- Projective metrics and mixing properties on towers
- Exponential inequalities and estimation of conditional probabilities
- Conformal measure and decay of correlation for covering weighted systems
- Absolutely continuous invariant probability measures for arbitrary expanding piecewise $\mathbb{R}$-analytic mappings of the plane
- Estimation non paramétrique pour des processus dynamiques dilatants
- Density Estimation for One-Dimensional Dynamical Systems
- Dynamical analysis of α-Euclidean algorithms
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- ABSOLUTELY CONTINUOUS INVARIANT MEASURES FOR GENERIC MULTI-DIMENSIONAL PIECEWISE AFFINE EXPANDING MAPS
- Digits and continuants in Euclidean algorithms. Ergodic versus Tauberian theorems
