Almost sure invariance principles for weakly dependent vector-valued random variables
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(45)- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
- Weak convergence of partial sums of absolutely regular sequences
- Multilinear forms and measures of dependence between random variables
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- Invariance principles under a two-part mixing assumption
- Extremal point processes and intermediate quantile functions
- Limit theorems for the union-intersection test
- \(M\)-type regression splines involving time series
- On the regularity of spectral densities of continuous-time completely linearly regular processes
- A restricted dichotomy of equivalence classes for some measures of dependence
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
- Coupling for \(\tau\)-dependent sequences and applications
- System identification using kernel-based regularization: new insights on stability and consistency issues
- Some remarks on coupling of dependent random variables
- The law of the iterated logarithm for empirical processes under absolute regularity
- On tightness of partial sums from strictly stationary, absolutely regular sequences of B-valued random variables
- Asymptotic behaviour of the empirical distance covariance for dependent data
- Learning rate of distribution regression with dependent samples
- Functional data analysis in the Banach space of continuous functions
- Least-square regularized regression with non-iid sampling
- On weak invariance principles for partial sums
- Consistent identification of Wiener systems: a machine learning viewpoint
- Quantifying deviations from separability in space-time functional processes
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
- Coefficient regularized regression with non-iid sampling
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes
- -Almost sure convergence for multivariate probability density estimate from dependent observations
- André Dabrowski's work on limit theorems and weak dependence
- A note on a theorem of Berkes and Philipp
- Testing for a change in covariance operator
- Limit theorems for sums of weakly dependent Banach space valued random variables
- Detecting and estimating changes in dependent functional data
- Strong approximation of very weak Bernoulli processes
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- Estimating conditional occupation‐time distributions for dependent sequences
- Invariance principles for change-point problems under dependent random variables
- Monitoring multivariate time series
- Changepoints in times series of counts
- Moment inequalities for sums of weakly dependent random fields
- A general LIL for \(B\)-valued geometrically weighted series under dependent assumption
- An empirical process central limit theorem for dependent non-identically distributed random variables
- Regularized least square regression with dependent samples
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- Learning from dependent observations
- Strong consistency of kernel estimates of regression function under dependence
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