Empirical Process Techniques for Dependent Data (Paperback, Softcover Repri)

Part I: A Tutorial on Empirical Process Techniques for Dependent Data Part II: Techniques for the Empirical Process of Stationary Sequences Weak Dependence: Models and Applications Maximal Inequalities and Empirical Central Limit Theorems On Hoeffding's Inequality for Dependent Random Variables On the Coupling of Dependent Random Variables and Applications Empirical Processes of Residuals Part III: The Empirical Process of Long-Range Dependent Processes Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages The Reduction Principle for the Empirical Process of a Long Memory Linear Process Distributional Limit Theorems for Empirical Processes Generated by Functions of a Stationary Gaussian Process Part IV: Empirical Spectral Process Techniques Empirical Spectral Processes and Nonparametric Maximum Likelihood Estimation for Time Series Empirical Processes Techniques for the Spectral Estimation of Fractional Processes V: The Tail Empirical Process in Extreme Value Theory Tail Empirical Processes Under Mixing Conditions VI: Bootstrap Techniques On the Bootstrap and Empirical Processes for Dependent Sequences Frequency Domain Bootstrap for Time Series