Pages that link to "Item:Q2447341"
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The following pages link to Komlós-Major-Tusnády approximation under dependence (Q2447341):
Displayed 35 items.
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Application of moderate deviation techniques to prove Sinai theorem on RWRE (Q513008) (← links)
- Scaling limits and generic bounds for exploration processes (Q683323) (← links)
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations (Q722975) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Simultaneous inference of the mean of functional time series (Q887244) (← links)
- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) (Q1700394) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity (Q1989924) (← links)
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
- Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
- Strong Gaussian approximation for cumulative processes (Q2145768) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- KMT coupling for random walk bridges (Q2663400) (← links)
- An improvement of Tusnády's inequality in the bulk (Q2665753) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
- Rates in almost sure invariance principle for slowly mixing dynamical systems (Q3303938) (← links)
- Rates in almost sure invariance principle for quickly mixing dynamical systems (Q4959703) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods (Q5141749) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971361) (← links)
- Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales (Q6044253) (← links)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)