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math.ST2022
Exponential Inequalities for Some Mixing Processes and Dynamic Systems
Zihao Yuan, Holger Dette
Many important dynamic systems, time series models or even algorithms exhibit non-strong mixing properties. In this paper, we introduce the general concept of $\mathcal{C}_{p,\math…
math.ST2022★ 1 cited
Bernstein-type Inequalities and Nonparametric Estimation under Near-Epoch Dependence
Zihao Yuan, Martin Spindler
The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random f…