Functional Gaussian Approximation for Dependent Structures
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Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)
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Cited in
(38)- Limit theorems: some recent results
- A new CLT for additive functionals of Markov chains
- On the local limit theorems for linear sequences of lower psi-mixing Markov chains
- Rates in the central limit theorem for random projections of martingales
- Deviation inequalities for dependent sequences with applications to strong approximations
- On the local limit theorems for psi-mixing Markov chains
- Functional central limit theorem via nonstationary projective conditions
- Structured dependence between stochastic processes
- A GMM approach to estimate the roughness of stochastic volatility
- A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
- Percolation and connection times in multi-scale dynamic networks
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences
- On the CLT for stationary Markov chains with trivial tail sigma field
- Rates of convergence in the central limit theorem for martingales in the non stationary setting
- On Kolmogorov’s converse inequality for dependent random variables
- Central limit theorem under the Dedecker-Rio condition in some Banach spaces
- On Berry-Esseen type estimates for randomized martingales in the non stationary setting
- scientific article; zbMATH DE number 7199596 (Why is no real title available?)
- On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences
- Edgeworth expansions for independent bounded integer valued random variables
- scientific article; zbMATH DE number 6310666 (Why is no real title available?)
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- On the weak invariance principle for random fields with commuting filtrations under \(\mathbb{L}^1\)-projective criteria
- On the weak invariance principle for non-adapted stationary random fields under projective criteria
- Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
- Berry Esseen theorems for sequences of expanding maps
- On the CLT for additive functionals of Markov chains
- Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions
- Statistical modeling using local Gaussian approximation
- Optimal Gaussian approximation for multiple time series
- Global central limit theorems for Markov chains
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- Mixing properties of a class of nonuniformly expanding maps -- application to Hölderian invariance principles
- The multivariate functional de Jong CLT
- On non parametric kernel estimation of the mode of the regression function in the strong mixing random design model with censored data
- An almost sure invariance principle for some classes of non-stationary mixing sequences
- Functional CLT for nonstationary strongly mixing processes
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