… In this paper we discuss weak dependence and mixing properties of some popular
models+ We also develop some of their econometric applications+ Autoregressive models, …

… The purpose of this paper is to propose a unifying weak dependence condition. Mixing
sequences, functions of associated or Gaussian sequences, Bernoulli shifts as well as models …

This article is motivated by a central limit theorem of Ibragimov for strictly stationary random
sequences satisfying a mixing condition based on maximal correlations. Here we show that …

… (Weak dependence, examples and applications. Lecture … We develop here several models
of weakly dependent pro… new asymptotic results for weakly dependent random fields. Such …

Doukhan and Louhichi introduced a covariance-based concept of weak dependence which
is more general than classical mixing concepts. We prove a Bernstein-type inequality under …

… This paper makes use of a new weak dependence condition for … of dependent rvs (see for
example Eberlein & Taqqu (1986)). We also note that a similar approach of weak dependence, …

… This paper studies the method of empirical likelihood in models with weakly dependent …
weakly dependent processes; in particular, Ä 4 we consider the following form of dependence…

… series regression estimators for weakly dependent regressors attain the … weak conditions.
The results are proved by deriving a new exponential inequality for sums of weakly dependent …

… “weak” in the sense that they do not imply the P Q D property, which is a necessary condition
for a property to be considered a “dependence … them as “weak dependence notions”. Note …

… We present some moment and probability inequalities for weak dependence sequences. In
this section, let (Xi)i∈Z be a sequence of centered real valued random variables, and let Sn …