Empirical Process Techniques for Dependent Data

Chapter 1 Empirical Process Techniques for Dependent Data

Chapter 2 Weak Dependence: Models and Applications

Chapter 3 Maximal Inequalities and Empirical Central Limit Theorems

Chapter 4 On Hoeffding’s Inequality for Dependent Random Variables

Chapter 5 On the Coupling of Dependent Random Variables and Applications

Chapter 7 Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages

Chapter 8 The Reduction Principle for the Empirical Process of a Long Memory Linear Process

Chapter 9 Distributional Limit Theorems for Empirical Processes Generated by Functions of a Stationary Gaussian Process

Chapter 10 Empirical Spectral Processes and Nonparametric Maximum Likelihood Estimation for Time Series

Chapter 11 Empirical Processes Techniques for the Spectral Estimation of Fractional Processes

Chapter 12 Tail Empirical Processes Under Mixing Conditions

Chapter 13 On the Bootstrap and Empirical Processes for Dependent Sequences

Chapter 14 Frequency Domain Bootstrap for Time Series