| Publication | Date of Publication | Type |
|---|
Irregular nonparametric autoregression
Bernoulli | 2024-11-05 | Paper |
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-10-10 | Paper |
Edgeworth expansions for volatility models
Electronic Journal of Probability | 2024-01-17 | Paper |
A Berry-Esseen bound with (almost) sharp dependence conditions
Bernoulli | 2023-03-22 | Paper |
Relative perturbation bounds with applications to empirical covariance operators
Advances in Mathematics | 2022-12-28 | Paper |
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
| 2022-08-26 | Paper |
Time-varying first-order autoregressive processes with irregular innovations
| 2022-01-23 | Paper |
Statistics and machine learning. A mathematical introduction to classical and modern methods
| 2021-03-23 | Paper |
A Berry-Esseen bound with (almost) sharp dependence conditions
| 2020-08-13 | Paper |
Perturbation bounds for eigenspaces under a relative gap condition
Proceedings of the American Mathematical Society | 2020-01-16 | Paper |
On weak invariance principles for partial sums
Journal of Theoretical Probability | 2017-10-23 | Paper |
Rate of convergence for Hilbert space valued processes
Bernoulli | 2017-09-21 | Paper |
Nonparametric change-point analysis of volatility
The Annals of Statistics | 2017-09-08 | Paper |
Volatility estimation under one-sided errors with applications to limit order books
The Annals of Applied Probability | 2016-12-09 | Paper |
Optimal eigen expansions and uniform bounds
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-11-29 | Paper |
Optimal rate of convergence for empirical quantiles and distribution functions for time series
Journal of Time Series Analysis | 2016-10-28 | Paper |
Berry-Esseen theorems under weak dependence
The Annals of Probability | 2016-07-14 | Paper |
Extremes of weighted Brownian bridges in increasing dimension
Extremes | 2016-01-25 | Paper |
Uniform change point tests in high dimension
The Annals of Statistics | 2015-11-18 | Paper |
On non-uniform Berry-Esseen bounds for time series
| 2015-09-09 | Paper |
Adaptive function estimation in nonparametric regression with one-sided errors
The Annals of Statistics | 2014-12-12 | Paper |
A Darling-Erdős type result for stationary ellipsoids
Stochastic Processes and their Applications | 2014-04-10 | Paper |
On weak invariance principles for sums of dependent random functionals
Statistics & Probability Letters | 2014-02-19 | Paper |
Simultaneous confidence bands for sequential autoregressive fitting
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Limit theorems for aggregated linear processes
Advances in Applied Probability | 2013-07-11 | Paper |
Asymptotic behavior of weakly dependent aggregated processes
Periodica Mathematica Hungarica | 2013-04-05 | Paper |
Simultaneous confidence bands for Yule-Walker estimators and order selection
The Annals of Statistics | 2012-09-03 | Paper |
Change-point analysis in increasing dimension
Journal of Multivariate Analysis | 2012-08-24 | Paper |
On the maximum of covariance estimators
Journal of Multivariate Analysis | 2011-05-23 | Paper |
