Invariance principles for linear processes with application to isotonic regression

DOI10.3150/10-BEJ273zbMath1284.60068arXiv0903.1951MaRDI QIDQ637091

Magda Peligrad, Florence Merlevède, Jérôme Dedecker

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.1951

zbMATH Keywords

fractional Brownian motioninvariance principleslinear processesmoment inequalitiesisotonic regressiongeneralizations of martingales

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Related Items (14)

Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the weak invariance principle for non-adapted stationary random fields under projective criteria ⋮ ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY ⋮ Limit theorems for linear random fields with innovations in the domain of attraction of a stable law ⋮ Remarks on limit theorems for reversible Markov processes and their applications ⋮ The law of the iterated logarithm for LNQD sequences ⋮ A unified study of nonparametric inference for monotone functions ⋮ Convergence to the maximum process of a fractional Brownian motion with shot noise ⋮ Limit theory in monotone function estimation ⋮ An invariance principle for fractional Brownian sheets ⋮ Rates in the strong invariance principle for ergodic automorphisms of the torus ⋮ Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains ⋮ On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications

Uses Software

• longmemo

Cites Work

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