Pages that link to "Item:Q3420024"
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The following pages link to A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications (Q3420024):
Displaying 31 items.
- Greedy algorithms for prediction (Q265302) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- Almost sure invariance principles via martingale approximation (Q655321) (← links)
- Moderate deviations for stationary sequences of bounded random variables (Q838323) (← links)
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables (Q953500) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Moment inequalities for sums of dependent random variables under projective conditions (Q1014052) (← links)
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems (Q1019086) (← links)
- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) (Q1700394) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Hölderian weak invariance principle under the Maxwell and Woodroofe condition (Q1994033) (← links)
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- Cramér-type moderate deviations for stationary sequences of bounded random variables (Q2324117) (← links)
- Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields (Q2326536) (← links)
- Einstein relation for random walk in a one-dimensional percolation model (Q2328682) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- A nonadapted version of the invariance principle of Peligrad and Utev (Q2643120) (← links)
- CLT for Stationary Normal Markov Chains via Generalized Coboundaries (Q2848102) (← links)
- On the Product of Random Variables and Moments of Sums Under Dependence (Q2954043) (← links)
- Limit theorems and inequalities via martingale methods (Q3451717) (← links)
- Moderate deviations of functional of Markov Processes (Q3451719) (← links)
- Invariance principle via orthomartingale approximation (Q4561038) (← links)
- Large and moderate deviations for bounded functions of slowly mixing Markov chains (Q4598559) (← links)
- Polynomial decay of correlations for almost Anosov diffeomorphisms (Q4614780) (← links)
- RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
- Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)
