14 research outputs found
Subsampling weakly dependent time series and application to extremes
Subsampling, Weakly dependent time series, Max-stable distributions, 62G30, 63G32, 62G99,
An empirical central limit theorem with applications to copulas under weak dependence
Copulas, Multivariate FCLT, Weak dependence, 62M10, 62G07, 60F17,
On the Non-parametric Prediction of Conditionally Stationary Sequences
non-parametric prediction, conditional distribution function, conditional expectation, time series, data analysis,