A note on the almost sure approximation of weakly dependent random variables
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- A weak invariance principle for Hilbert space valued martingales
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost sure invariance principles for partial sums of weakly dependent random variables
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- Contributions to Central Limit Theory for Dependent Variables
- On strong invariance principles under dependence assumptions
Cited in
(14)- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- A note on the almost sure central limit theorem for weakly dependent random variables
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
- Strong approximation for cross-covariances of linear variables with long-range dependence
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
- Strong approximations for nonconventional sums and almost sure limit theorems
- Weak approximation of \(G\)-expectations
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
- scientific article; zbMATH DE number 3886828 (Why is no real title available?)
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a \(K\)-sample setting
- Strong approximations of semimartingales by processes with independent increments
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