scholarly journals Maximal inequalities with exponential decay under weak dependence conditions

2021 ◽  
Author(s):  
Fakhreddine Boukhari
Keyword(s):  
Exponential Decay ◽  
Weak Dependence ◽  
Maximal Inequalities ◽  
Dependence Conditions

Rates of convergence in some SLLN under weak dependence conditions

2010 ◽  
Vol 76 (3-4) ◽  
pp. 683-695
Author(s):  
Paul Doukhan ◽  
Oleg Klesov ◽  
Gabriel Lang
Keyword(s):  
Rates Of Convergence ◽  
Weak Dependence ◽  
Dependence Conditions

On weak dependence conditions: The case of discrete valued processes

2012 ◽  
Vol 82 (11) ◽  
pp. 1941-1948 ◽  
Author(s):  
Paul Doukhan ◽  
Konstantinos Fokianos ◽  
Xiaoyin Li
Keyword(s):  
Weak Dependence ◽  
Dependence Conditions

scholarly journals An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes

2017 ◽  
Vol 71 (1) ◽  
pp. 11
Author(s):  
Marcin Dudziński
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Empirical Process ◽  
Weak Dependence ◽  
Dependence Conditions

Let: \(\mathbf{Y=}\left( \mathbf{Y}_{i}\right)\), where \(\mathbf{Y}_{i}=\left( Y_{i,1},...,Y_{i,d}\right)\), \(i=1,2,\dots \), be a \(d\)-dimensional, identically distributed, stationary, centered process with uniform marginals and a joint cdf \(F\), and \(F_{n}\left( \mathbf{x}\right) :=\frac{1}{n}\sum_{i=1}^{n}\mathbb{I}\left(Y_{i,1}\leq x_{1},\dots ,Y_{i,d}\leq x_{d}\right)\) denote the corresponding empirical cdf. In our work, we prove the almost sure central limit theorem for an empirical process \(B_{n}=\sqrt{n}\left( F_{n}-F\right)\) under some weak dependence conditions due to Doukhan and Louhichi. Some application of the established result to copula processes is also presented.

On weak dependence conditions for Poisson autoregressions

2012 ◽  
Vol 82 (5) ◽  
pp. 942-948 ◽  
Author(s):  
Paul Doukhan ◽  
Konstantinos Fokianos ◽  
Dag Tjøstheim
Keyword(s):  
Weak Dependence ◽  
Dependence Conditions
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