Strong approximation for a class of stationary processes (Q1001848): Difference between revisions

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+Strong approximation for the sums of squares of augmented GARCH sequences
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+Approximation theorems for independent and weakly dependent random vectors
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+Approximation theorems for strongly mixing random variables
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Strict stationarity of generalized autoregressive processes
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+Coupling for \(\tau\)-dependent sequences and applications
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+Augmented GARCH\((p,q)\) process and its diffusion limit
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+On strong invariance principles under dependence assumptions
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+A useful estimate in the multidimensional invariance principle
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+Extensions of results of Komlós, Major, and Tusnády to the multivariate case
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+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
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+An approximation of partial sums of independent RV'-s, and the sample DF. I
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+An approximation of partial sums of independent RV's, and the sample DF. II
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+Q4335412
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+Q3480984
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+Bilinear Markovian representation and bilinear models
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+Almost sure invariance principles for partial sums of weakly dependent random variables
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+The functional law of the iterated logarithm for stationary strongly mixing sequences
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+An invariance principle for the law of the iterated logarithm
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+Q5600531
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+Almost sure invariance principles for mixing sequences of random variables
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+A comparison theorem on moment inequalities between negatively associated and independent random variables
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+Q3999154
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+Nonlinear system theory: Another look at dependence
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+Strong invariance principles for dependent random variables
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+Limit theorems for iterated random functions
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