The following pages link to Florence Merlevède (Q217215):
Displaying 50 items.
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- Rates of convergence in the strong invariance principle under projective criteria (Q428622) (← links)
- (Q491916) (redirect page) (← links)
- Moment bounds for dependent sequences in smooth Banach spaces (Q491917) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Density estimation for \(\tilde{\beta}\)-dependent sequences (Q521335) (← links)
- Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences (Q527481) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- Almost sure invariance principles via martingale approximation (Q655321) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations (Q722975) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Moderate deviations for stationary sequences of bounded random variables (Q838323) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
- Recent advances in invariance principles for stationary sequences (Q980748) (← links)
- Rates of convergence for minimal distances in the central limit theorem under projective criteria (Q1039133) (← links)
- Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
- Sharp conditions for the CLT of linear processes in a Hilbert space (Q1366726) (← links)
- Central limit theorem for linear processes with values in Hilbert space (Q1382473) (← links)
- On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation (Q1411349) (← links)
- Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions (Q1721999) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Convergence rates in the strong law of large numbers for Hilbert valued dependent variables (Q1764098) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains (Q1958515) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields (Q2080279) (← links)
- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition (Q2081104) (← links)
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\) (Q2143618) (← links)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (Q2155521) (← links)
- Universality of limiting spectral distribution under projective criteria (Q2190642) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
- Strong invariance principles with rate for ``reverse'' martingale differences and applications (Q2346975) (← links)
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (Q2348299) (← links)
- Law of the iterated logarithm for the periodogram (Q2350350) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Reflexive operator algebras on Banach spaces (Q2510051) (← links)
- Strong approximation for additive functionals of geometrically ergodic Markov chains (Q2515879) (← links)
- The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
- Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\) (Q2637753) (← links)
