Strong convergence rates for the estimation of a covariance operator for associated samples

DOI10.1007/s11203-006-9007-3zbMath1148.62029OpenAlexW2164313259WikidataQ57906676 ScholiaQ57906676MaRDI QIDQ946287

Carla Henriques, Paulo Eduardo Oliveira

Publication date: 22 September 2008

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/7711

zbMATH Keywords

stationarityempirical processassociationhistogram estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99)

Related Items (1)

Exponential convergence rates for the kernel bivariate distribution function estimator under NSD assumption with application to hydrology data

Cites Work

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• Asymptotic normality of a smooth estimate of a random field distribution function under association
• Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
• Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process
• Association of Random Variables, with Applications

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