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