Academic literature on the topic 'Weakly dependent process'
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Journal articles on the topic "Weakly dependent process"
Bertin, Karine, and Nicolas Klutchnikoff. "Pointwise adaptive estimation of the marginal density of a weakly dependent process." Journal of Statistical Planning and Inference 187 (August 2017): 115–29. http://dx.doi.org/10.1016/j.jspi.2017.03.003.
Full textPang, Guodong, and Yuhang Zhou. "Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises." Stochastic Systems 10, no. 2 (June 2020): 99–123. http://dx.doi.org/10.1287/stsy.2019.0051.
Full textChahad, Abdelkader, and Mohammed Bassoudi. "Nonparametric estimation of P(X<Y) using local linear methods for weakly dependent data." STUDIES IN ENGINEERING AND EXACT SCIENCES 5, no. 2 (October 16, 2024): e9282. http://dx.doi.org/10.54021/seesv5n2-348.
Full textKünsch, H. "Discrimination between monotonic trends and long-range dependence." Journal of Applied Probability 23, no. 4 (December 1986): 1025–30. http://dx.doi.org/10.2307/3214476.
Full textKünsch, H. "Discrimination between monotonic trends and long-range dependence." Journal of Applied Probability 23, no. 04 (December 1986): 1025–30. http://dx.doi.org/10.1017/s0021900200115955.
Full textKünsch, H. "Discrimination between monotonic trends and long-range dependence." Journal of Applied Probability 23, no. 04 (December 1986): 1025–30. http://dx.doi.org/10.1017/s0021900200118819.
Full textDavis, Richard A., and Tailen Hsing. "Point Process and Partial Sum Convergence for Weakly Dependent Random Variables with Infinite Variance." Annals of Probability 23, no. 2 (April 1995): 879–917. http://dx.doi.org/10.1214/aop/1176988294.
Full textWieczorek, Barbara. "Blockwise bootstrap of the estimated empirical process based on $$\psi $$ ψ -weakly dependent observations." Statistical Inference for Stochastic Processes 19, no. 1 (June 13, 2015): 111–29. http://dx.doi.org/10.1007/s11203-015-9120-2.
Full textKO, MI-HWA, HYUN-CHULL KIM, and TAE-SUNG KIM. "ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS." ANZIAM Journal 49, no. 4 (April 2008): 533–41. http://dx.doi.org/10.1017/s1446181108000217.
Full textBondarenko, S., and K. Komoshvili. "Transverse transport properties of a charged drop in an electric field." International Journal of Modern Physics E 24, no. 05 (May 2015): 1550034. http://dx.doi.org/10.1142/s0218301315500342.
Full textDissertations / Theses on the topic "Weakly dependent process"
Boulin, Alexis. "Partitionnement des variables de séries temporelles multivariées selon la dépendance de leurs extrêmes." Electronic Thesis or Diss., Université Côte d'Azur, 2024. http://www.theses.fr/2024COAZ5039.
Full textIn a wide range of applications, from climate science to finance, extreme events with a non-negligible probability can occur, leading to disastrous consequences. Extremes in climatic events such as wind, temperature, and precipitation can profoundly impact humans and ecosystems, resulting in events like floods, landslides, or heatwaves. When the focus is on studying variables measured over time at numerous specific locations, such as the previously mentioned variables, partitioning these variables becomes essential to summarize and visualize spatial trends, which is crucial in the study of extreme events. This thesis explores several models and methods for partitioning the variables of a multivariate stationary process, focusing on extreme dependencies.Chapter 1 introduces the concepts of modeling dependence through copulas, which are fundamental for extreme dependence. The notion of regular variation, essential for studying extremes, is introduced, and weakly dependent processes are discussed. Partitioning is examined through the paradigms of separation-proximity and model-based clustering. Non-asymptotic analysis is also addressed to evaluate our methods in fixed dimensions.Chapter 2 study the dependence between maximum values is crucial for risk analysis. Using the extreme value copula function and the madogram, this chapter focuses on non-parametric estimation with missing data. A functional central limit theorem is established, demonstrating the convergence of the madogram to a tight Gaussian process. Formulas for asymptotic variance are presented, illustrated by a numerical study.Chapter 3 proposes asymptotically independent block (AI-block) models for partitioning variables, defining clusters based on the independence of maxima. An algorithm is introduced to recover clusters without specifying their number in advance. Theoretical efficiency of the algorithm is demonstrated, and a data-driven parameter selection method is proposed. The method is applied to neuroscience and environmental data, showcasing its potential.Chapter 4 adapts partitioning techniques to analyze composite extreme events in European climate data. Sub-regions with dependencies in extreme precipitation and wind speed are identified using ERA5 data from 1979 to 2022. The obtained clusters are spatially concentrated, offering a deep understanding of the regional distribution of extremes. The proposed methods efficiently reduce data size while extracting critical information on extreme events.Chapter 5 proposes a new estimation method for matrices in a latent factor linear model, where each component of a random vector is expressed by a linear equation with factors and noise. Unlike classical approaches based on joint normality, we assume factors are distributed according to standard Fréchet distributions, allowing a better description of extreme dependence. An estimation method is proposed, ensuring a unique solution under certain conditions. An adaptive upper bound for the estimator is provided, adaptable to dimension and the number of factors
Gaigalas, Raimundas. "A Non-Gaussian Limit Process with Long-Range Dependence." Doctoral thesis, Uppsala : Matematiska institutionen, Univ. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-3993.
Full textKabui, Ali. "Value at risk et expected shortfall pour des données faiblement dépendantes : estimations non-paramétriques et théorèmes de convergences." Phd thesis, Université du Maine, 2012. http://tel.archives-ouvertes.fr/tel-00743159.
Full textBooks on the topic "Weakly dependent process"
Jérôme, Dedecker, ed. Weak dependence: With examples and applications. New York: Springer, 2007.
Find full textRio, Emmanuel. Asymptotic Theory of Weakly Dependent Random Processes. Springer, 2017.
Find full textRio, Emmanuel. Asymptotic Theory of Weakly Dependent Random Processes. Springer, 2018.
Find full textMerlevède, Florence, Magda Peligrad, and Sergey Utev. Functional Gaussian Approximation for Dependent Structures. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198826941.001.0001.
Full textAlston, Philip, ed. The Complexity of Human Rights. Hart Publishing, 2024. http://dx.doi.org/10.5040/9781509972890.
Full textWälchli, Bernhard. The rise of gender in Nalca (Mek, Tanah Papua). Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198795438.003.0004.
Full textWood, John. Russia, the Asymmetric Threat to the United States. ABC-CLIO, 2009. http://dx.doi.org/10.5040/9798216010333.
Full textDube, Opha Pauline. Climate Policy and Governance across Africa. Oxford University Press, 2016. http://dx.doi.org/10.1093/acrefore/9780190228620.013.605.
Full textCook, Kerry H. Climate Change Scenarios and African Climate Change. Oxford University Press, 2018. http://dx.doi.org/10.1093/acrefore/9780190228620.013.545.
Full textBouët, Antoine, Sunday Pierre Odjo, and Chahir Zaki, eds. 2022 Africa Agriculture Trade Monitor (AATM). AKADEMIYA2063 and the International Food Policy Research Institute (IFPRI), 2022. http://dx.doi.org/10.54067/9781737916437.
Full textBook chapters on the topic "Weakly dependent process"
Rio, Emmanuel. "The Variance of Partial Sums." In Asymptotic Theory of Weakly Dependent Random Processes, 1–32. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_1.
Full textRio, Emmanuel. "Algebraic Moments, Elementary Exponential Inequalities." In Asymptotic Theory of Weakly Dependent Random Processes, 33–49. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_2.
Full textRio, Emmanuel. "Maximal Inequalities and Strong Laws." In Asymptotic Theory of Weakly Dependent Random Processes, 51–63. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_3.
Full textRio, Emmanuel. "Central Limit Theorems." In Asymptotic Theory of Weakly Dependent Random Processes, 65–87. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_4.
Full textRio, Emmanuel. "Mixing and Coupling." In Asymptotic Theory of Weakly Dependent Random Processes, 89–100. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_5.
Full textRio, Emmanuel. "Fuk–Nagaev Inequalities, Applications." In Asymptotic Theory of Weakly Dependent Random Processes, 101–11. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_6.
Full textRio, Emmanuel. "Empirical Distribution Functions." In Asymptotic Theory of Weakly Dependent Random Processes, 113–24. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_7.
Full textRio, Emmanuel. "Empirical Processes Indexed by Classes of Functions." In Asymptotic Theory of Weakly Dependent Random Processes, 125–48. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_8.
Full textRio, Emmanuel. "Irreducible Markov Chains." In Asymptotic Theory of Weakly Dependent Random Processes, 149–69. Berlin, Heidelberg: Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_9.
Full textNze, Patrick Ango, and Paul Doukhan. "Weak Dependence: Models and Applications." In Empirical Process Techniques for Dependent Data, 117–36. Boston, MA: Birkhäuser Boston, 2002. http://dx.doi.org/10.1007/978-1-4612-0099-4_2.
Full textConference papers on the topic "Weakly dependent process"
Yang, G., and J. A. Liburdy. "The Effects of Driving Waveform and Frequency on the Droplet Formation Process." In ASME 2007 International Mechanical Engineering Congress and Exposition. ASMEDC, 2007. http://dx.doi.org/10.1115/imece2007-41607.
Full textSun, Hua, Guy Lauriat, and Xavier Nicolas. "Transient Evaporation of Liquid Water Films and Condensation of Humid Air at the Isothermal Walls of a Square Cavity." In 2010 14th International Heat Transfer Conference. ASMEDC, 2010. http://dx.doi.org/10.1115/ihtc14-22467.
Full textRussell, P. St J., and C. N. Pannell. "Forward Brillouin scattering in dual-mode optical fiber." In OSA Annual Meeting. Washington, D.C.: Optica Publishing Group, 1991. http://dx.doi.org/10.1364/oam.1991.mgg1.
Full textImane Zemoul, Sara, and Youcef Berkoun. "Linear Process With Associated Innovations Under Weak Dependence." In 2021 International Conference on Recent Advances in Mathematics and Informatics (ICRAMI). IEEE, 2021. http://dx.doi.org/10.1109/icrami52622.2021.9585976.
Full textBao, Hua, Xiulin Ruan, Bradley F. Habenicht, and Oleg V. Prezhdo. "Temperature Dependence of Hot Carrier Relaxation in a PBSE Quantum Dot: An Ab Initio Study." In ASME 2009 Heat Transfer Summer Conference collocated with the InterPACK09 and 3rd Energy Sustainability Conferences. ASMEDC, 2009. http://dx.doi.org/10.1115/ht2009-88134.
Full textLEAH, T. G. "LANDSCAPE APPROACH IN THE STUDY OF ALLUVIAL SOILS OF THE REPUBLIC MOLDOVA." In Теоретические и прикладные проблемы ландшафтной географии. VII Мильковские чтения. Voronezh State University, 2023. http://dx.doi.org/10.17308/978-5-9273-3692-0-2023-286-289.
Full textGuenadou, D., E. Meillot, and A. Saget. "Particle Treatment Modeling in a Time-Dependent D.C. Plasma Flow." In ITSC2005, edited by E. Lugscheider. Verlag für Schweißen und verwandte Verfahren DVS-Verlag GmbH, 2005. http://dx.doi.org/10.31399/asm.cp.itsc2005p0326.
Full textDianov, E. M., P. G. Kazansky, and D. Yu Stepanov. "Simulation of the effective second-harmonic generation process in optical fibers." In OSA Annual Meeting. Washington, D.C.: Optica Publishing Group, 1990. http://dx.doi.org/10.1364/oam.1990.tuu4.
Full textKochan, P., and H. J. Carmichael. "Photon-statistics dependence of single-atom absorption." In OSA Annual Meeting. Washington, D.C.: Optica Publishing Group, 1993. http://dx.doi.org/10.1364/oam.1993.wxx.8.
Full textLi, Longjian, Qinghua Chen, Wenzhi Cui, Tien-Chien Jen, Yi-Hsin Yen, Quan Liao, and Lin Zhu. "The Effects of the Distance Between Nozzle and Substrate on Cold Gas Dynamic Spray Process." In ASME 2009 International Mechanical Engineering Congress and Exposition. ASMEDC, 2009. http://dx.doi.org/10.1115/imece2009-10501.
Full textReports on the topic "Weakly dependent process"
Pradelli, Juan Jose, Kimberly Waithe, Allan Wright, Dillon Clarke, Jeetendra Khadan, Juan Pedro Schmid, and Mark D. Wenner. Caribbean Region Quarterly Bulletin: Volume 6: Issue 1: March 2017. Inter-American Development Bank, March 2017. http://dx.doi.org/10.18235/0008149.
Full textHegazi, Farah, and Katongo Seyuba. The Social Side of Climate Change Adaptation: Reducing Conflict Risk. Stockholm International Peace Research Institute, September 2022. http://dx.doi.org/10.55163/seyz9437.
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