An invariance principle for certain dependent sequences
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(only showing first 100 items - show all)- A general result on precise asymptotics for linear processes of positively associated sequences
- Exact rates in log law for positively associated random variables
- A note on the almost sure convergence for dependent random variables in a Hilbert space
- A characterization of stochastic independence by association with an application to random utility theory
- A functional law of the iterated logarithm for associated sequences
- Dependence structures in which uncorrelatedness implies independence
- An invariance principle for weakly associated random vectors
- The invariance principle for associated processes
- A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors
- Limit theorems for the spread of epidemics and forest fires
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
- Normal fluctuations and the FKG inequalities
- A general theory of some positive dependence notions
- Analysis of initial transient deletion for replicated steady-state simulations
- A self normalized law of the iterated logarithm for random walk in random scenery
- A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
- Asymptotic normality of two-sample linear rank statistics under association
- Self-normalized central limit theorem for sums of weakly dependent random variables
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- A note on the almost sure central limit theorem for weakly dependent random variables
- Central limit theorem for linear processes
- The invariance principle for associated random fields
- Moment inequalities and weak convergence for negatively associated sequences
- Multiple-comparison procedures for steady-state simulations
- Maximal inequalities for associated random variables and demimartingales.
- Hájek-Rényi-type inequality for associated sequences
- On estimation of limiting variance of partial sums of functions of associated random variables
- Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
- A strong invariance principle for associated random fields
- A law of the iterated logarithm for stable processes in random scenery
- Association and random measures
- Stochastic renormalization group in percolation. I: Fluctuations and crossover
- Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables
- A bound for the distribution of the sum of discrete associated or negatively associated random variables.
- Estimation of variance of partial sums of an associated sequence of random variables
- Weak and almost sure convergence for products of sums of associated random variables
- Properties of the parabolic Anderson model and the Anderson polymer model
- Exponential inequality for associated random variables
- The law of the iterated logarithm for the solution of the Burgers equation with random initial data
- Spatial populations with seed-bank: well-posedness, duality and equilibrium
- Local central limit theorem for long-range two-body potentials at sufficiently high temperatures
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
- A Gaussian process related to the mass spectrum of the near-critical Ising model
- Quenched invariance principles for the maximal particle in branching random walk in random environment and the parabolic Anderson model
- Stable limits for associated regularly varying sequences
- Spectral covariance and limit theorems for random fields with infinite variance
- The law of the iterated logarithm for positively dependent random variables
- Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables
- A general method to the strong law of large numbers and its applications
- Precise asymptotics in the Baum-Katz and Davis law of large numbers for positively associated sequences
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients.
- A general approach rate to the strong law of large numbers
- Rate of convergence for multiple change-points estimation of moving-average processes
- A strong approximation theorem for quasi-associated sequences
- A moderate deviation for associated random variables
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Processes with block-associated increments
- Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
- Asymptotic properties for the loglog laws under positive association
- Discrete-time risk processes with after-effects and association
- On a conjecture of an invariance principle for sequences of associated random variables
- On the Central Limit Theorem for Dynamical Systems
- Associated random variables and martingale inequalities
- A note on weighted sums of associated random variables
- Confidence intervals for probability density functions under associated samples
- A strong approximation theorem for positively dependent Gaussian sequences and its applications
- Weighted sums of associated variables
- Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences
- Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
- Density estimation for associated sampling: A point process influenced approach
- A note on some negative dependence notions
- Strong invariance principles for triangular arrays of weakly dependent random variables
- Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations
- Deconvolving cumulative density from associated random processes
- Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
- A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes
- Generalized divide and color models
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- A nonparametric test for the change of the density function under association
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Convergence rates in the SLLN for some classes of dependent random fields
- Central limit theorems for asymptotically negatively associated random fields
- The weak convergence for functions of negatively associated random variables
- A weak convergence for negatively associated fields
- Conditional limit theorems for conditionally negatively associated random variables
- On the quenched functional CLT in random sceneries
- Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
- WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE
- Conditional versions of limit theorems for conditionally associated random variables
- Convergence of partial sum processes to Lévy processes for associated sequences
- Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models
- The Bahadur representation for empirical and smooth quantile estimators under association
- Change point in variance of fractionally integrated noise
- A strong invariance principle for associated sequences
- Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
- Central limit theorems for associated possibly moving partial sums and application to the non-stationary invariance principles
- Asymptotic normality of error distribution estimator in autoregressive models
- A note on weighted sums of i.i.d. random variables
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