Estimating beta-mixing coefficients via histograms
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Publication:902219
DOI10.1214/15-EJS1094zbMath1330.62344arXiv1109.5998OpenAlexW1824049643MaRDI QIDQ902219
Daniel J. McDonald, Cosma Rohilla Shalizi, Mark J. Schervish
Publication date: 7 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5998
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
Related Items (4)
Oracle inequality for sparse trace regression models with exponential \(\beta\)-mixing errors ⋮ Lasso guarantees for \(\beta \)-mixing heavy-tailed time series ⋮ Boosting high dimensional predictive regressions with time varying parameters ⋮ Mixing time estimation in reversible Markov chains from a single sample path
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