24 citations · 40 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 24 cited
The notion of -weak dependence and its applications to bootstrapping time series
Paul Doukhan, Michael H. Neumann
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear wit…
math.ST2006★ 16 cited
Asymptotic equivalence of nonparametric autoregression and nonparametric regression
Ion G. Grama, Michael H. Neumann
It is proved that nonparametric autoregression is asymptotically equivalent in the sense of Le Cam's deficiency distance to nonparametric regression with random design as well as w…