Pages that link to "Item:Q1081948"
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The following pages link to A note on the almost sure approximation of weakly dependent random variables (Q1081948):
Displayed 11 items.
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (Q756232) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables (Q1356608) (← links)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications (Q2345125) (← links)
- Strong approximations for nonconventional sums and almost sure limit theorems (Q2444641) (← links)
- Strong approximations of semimartingales by processes with independent increments (Q2640221) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)