| Publication | Date of Publication | Type |
|---|
On Berry-Esseen type estimates for randomized martingales in the non stationary setting
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2026-03-17 | Paper |
Rates in the central limit theorem for random projections of martingales
The Annals of Applied Probability | 2025-06-10 | Paper |
On the local limit theorems for linear sequences of lower psi-mixing Markov chains
Statistics & Probability Letters | 2024-07-09 | Paper |
On the quenched CLT for stationary Markov chains
Journal of Theoretical Probability | 2024-04-02 | Paper |
Functional central limit theorem via nonstationary projective conditions
Progress in Probability | 2024-03-07 | Paper |
Convergence of series of conditional expectations
Statistics & Probability Letters | 2023-07-12 | Paper |
Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions
The Annals of Probability | 2023-05-10 | Paper |
On the CLT for stationary Markov chains with trivial tail sigma field
Electronic Communications in Probability | 2023-02-24 | Paper |
| On the local limit theorems for lower psi-mixing Markov chains | 2022-08-30 | Paper |
On the local limit theorems for lower psi-mixing Markov chains
(available as arXiv preprint) | 2022-08-30 | Paper |
On the CLT for stationary Markov chains with trivial tail sigma field
(available as arXiv preprint) | 2022-08-30 | Paper |
On the invariance principle for reversible Markov chains
(available as arXiv preprint) | 2022-07-27 | Paper |
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2022-05-31 | Paper |
A local limit theorem for linear random fields
Journal of Time Series Analysis | 2021-11-25 | Paper |
| On the local limit theorems for psi-mixing Markov chains | 2021-08-06 | Paper |
On the local limit theorems for psi-mixing Markov chains
(available as arXiv preprint) | 2021-08-06 | Paper |
New robust confidence intervals for the mean under dependence
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
On the quenched central limit theorem for stationary random fields under projective criteria
Journal of Theoretical Probability | 2020-10-30 | Paper |
A new CLT for additive functionals of Markov chains
Stochastic Processes and their Applications | 2020-09-02 | Paper |
Quenched invariance principles for orthomartingale-like sequences
Journal of Theoretical Probability | 2020-08-06 | Paper |
On the CLT for additive functionals of Markov chains
Electronic Communications in Probability | 2020-07-29 | Paper |
On the CLT for additive functionals of Markov chains
Electronic Communications in Probability | 2020-07-29 | Paper |
| Universality of limiting spectral distribution under projective criteria | 2020-06-21 | Paper |
Functional CLT for nonstationary strongly mixing processes
Statistics & Probability Letters | 2020-01-20 | Paper |
Functional CLT for martingale-like nonstationary dependent structures
Bernoulli | 2019-09-25 | Paper |
Functional CLT for martingale-like nonstationary dependent structures
Bernoulli | 2019-09-25 | Paper |
| Functional Gaussian Approximation for Dependent Structures | 2019-03-13 | Paper |
Central limit theorem for Fourier transform and periodogram of random fields
Bernoulli | 2019-01-28 | Paper |
Central limit theorem for Fourier transform and periodogram of random fields
Bernoulli | 2019-01-28 | Paper |
On the normal approximation for random fields via martingale methods
Stochastic Processes and their Applications | 2018-04-13 | Paper |
Erratum: The limiting spectral distribution in terms of spectral density
Random Matrices: Theory and Applications | 2018-02-16 | Paper |
Quenched invariance principles via martingale approximation
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
The self-normalized asymptotic results for linear processes
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
On the spectral density of stationary processes and random fields
Journal of Mathematical Sciences (New York) | 2017-01-24 | Paper |
On the product of random variables and moments of sums under dependence
High Dimensional Probability VII | 2017-01-11 | Paper |
On the invariance principle for reversible Markov chains
Journal of Applied Probability | 2016-08-11 | Paper |
On the empirical spectral distribution for matrices with long memory and independent rows
Stochastic Processes and their Applications | 2016-08-08 | Paper |
On the functional CLT for stationary Markov chains started at a point
Stochastic Processes and their Applications | 2016-04-20 | Paper |
The limiting spectral distribution in terms of spectral density
Random Matrices: Theory and Applications | 2016-04-18 | Paper |
Quenched limit theorems for Fourier transforms and periodogram
Bernoulli | 2016-02-22 | Paper |
Quenched limit theorems for Fourier transforms and periodogram
Bernoulli | 2016-02-22 | Paper |
Asymptotic variance of stationary reversible and normal Markov processes
Electronic Journal of Probability | 2015-08-07 | Paper |
Law of the iterated logarithm for the periodogram
Stochastic Processes and their Applications | 2015-06-19 | Paper |
On the universality of spectral limit for random matrices with martingale differences entries
Random Matrices: Theory and Applications | 2015-06-17 | Paper |
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
Stochastic Processes and their Applications | 2015-06-11 | Paper |
On kernel estimators of density for reversible Markov chains
Statistics & Probability Letters | 2015-06-11 | Paper |
Central limit theorem for linear processes with infinite variance
Journal of Theoretical Probability | 2014-09-18 | Paper |
A quenched weak invariance principle
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-09-05 | Paper |
A quenched weak invariance principle
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-09-05 | Paper |
Reflexive operator algebras on Banach spaces
Pacific Journal of Mathematics | 2014-07-31 | Paper |
Exact moderate and large deviations for linear processes
STATISTICA SINICA | 2014-04-29 | Paper |
Asymptotic properties for linear processes of functionals of reversible or normal Markov chains
Progress in Probability | 2013-07-18 | Paper |
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
The Annals of Probability | 2013-05-24 | Paper |
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
The Annals of Probability | 2013-05-24 | Paper |
Central limit theorem for triangular arrays of non-homogeneous Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-28 | Paper |
On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance
Journal of Applied Probability | 2013-01-19 | Paper |
On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance
Journal of Applied Probability | 2013-01-19 | Paper |
Some aspects of modeling dependence in copula-based Markov chains
Journal of Multivariate Analysis | 2012-08-24 | Paper |
Bernstein inequality and moderate deviations under strong mixing conditions
Institute of Mathematical Statistics Collections | 2012-07-26 | Paper |
Bernstein inequality and moderate deviations under strong mixing conditions
Institute of Mathematical Statistics Collections | 2012-07-26 | Paper |
Asymptotic properties of self-normalized linear processes with long memory
Econometric Theory | 2012-06-11 | Paper |
Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains
Journal of Theoretical Probability | 2012-04-26 | Paper |
A Bernstein type inequality and moderate deviations for weakly dependent sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-02-13 | Paper |
Almost sure invariance principles via martingale approximation
Stochastic Processes and their Applications | 2012-01-04 | Paper |
Invariance principles for linear processes with application to isotonic regression
Bernoulli | 2011-09-02 | Paper |
On the functional central limit theorem via martingale approximation
Bernoulli | 2011-09-02 | Paper |
On the invariance principle under martingale approximation
Stochastics and Dynamics | 2011-03-21 | Paper |
Conditional central limit theorem via martingale approximation
(available as arXiv preprint) | 2011-03-09 | Paper |
Central limit theorem for Fourier transforms of stationary processes
The Annals of Probability | 2010-09-29 | Paper |
Recent advances in invariance principles for stationary sequences
Probability Surveys | 2010-06-29 | Paper |
Recent advances in invariance principles for stationary sequences
Probability Surveys | 2010-06-29 | Paper |
Moderate deviations for linear processes generated by martingale-like random variables
Journal of Theoretical Probability | 2010-04-23 | Paper |
Moderate deviations for stationary sequences of bounded random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
Moderate deviations for stationary sequences of bounded random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
(available as arXiv preprint) | 2009-04-27 | Paper |
Functional moderate deviations for triangular arrays and applications
(available as arXiv preprint) | 2009-04-27 | Paper |
Invariance principle for stochastic processes with short memory
High Dimensional Probability | 2007-09-12 | Paper |
On the weak invariance principle for stationary sequences under projective criteria
Journal of Theoretical Probability | 2007-02-14 | Paper |
A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
Proceedings of the American Mathematical Society | 2007-02-01 | Paper |
Central limit theorem for stationary linear processes
The Annals of Probability | 2006-11-08 | Paper |
Another approach to Brownian motion
Stochastic Processes and their Applications | 2006-04-28 | Paper |
A new maximal inequality and invariance principle for stationary sequences
The Annals of Probability | 2005-05-03 | Paper |
Some remarks on coupling of dependent random variables
Statistics & Probability Letters | 2003-05-07 | Paper |
The functional central limit theorem under the strong mixing condition
The Annals of Probability | 2003-05-06 | Paper |
Maximal inequalities and an invariance principle for a class of weakly dependent random variables
Journal of Theoretical Probability | 2003-04-27 | Paper |
A note on the uniform laws for dependent processes via coupling
Journal of Theoretical Probability | 2002-08-28 | Paper |
| scientific article; zbMATH DE number 1944030 (Why is no real title available?) | 2002-01-01 | Paper |
On the blockwise bootstrap for empirical processes for stationary sequences
The Annals of Probability | 2000-03-14 | Paper |
Almost-sure results for a class of dependent random variables
Journal of Theoretical Probability | 2000-01-09 | Paper |
Asymptotic normality for density kernel estimators in discrete and continuous time
Journal of Multivariate Analysis | 1999-11-29 | Paper |
Convergence of stopped sums of weakly dependent random variables
Electronic Journal of Probability | 1999-07-08 | Paper |
Convergence of stopped sums of weakly dependent random variables
Electronic Journal of Probability | 1999-07-08 | Paper |
| scientific article; zbMATH DE number 1301676 (Why is no real title available?) | 1999-06-16 | Paper |
Maximum of partial sums and an invariance principle for a class of weak dependent random variables
Proceedings of the American Mathematical Society | 1998-03-24 | Paper |
Central limit theorem for linear processes
The Annals of Probability | 1997-11-18 | Paper |
Sharp conditions for the CLT of linear processes in a Hilbert space
Journal of Theoretical Probability | 1997-10-27 | Paper |
On the asymptotic normality of sequences of weak dependent random variables
Journal of Theoretical Probability | 1996-10-13 | Paper |
A note on estimation of variance for \(\rho\)-mixing sequences
Statistics & Probability Letters | 1996-06-05 | Paper |
Estimation of the variance of partial sums for \(\rho\)-mixing random variables
Journal of Multivariate Analysis | 1995-07-03 | Paper |
Estimation of variance of partial sums of an associated sequence of random variables
Stochastic Processes and their Applications | 1995-05-23 | Paper |
A note on the almost sure central limit theorem for weakly dependent random variables
Statistics & Probability Letters | 1995-02-22 | Paper |
Self-normalized central limit theorem for sums of weakly dependent random variables
Journal of Theoretical Probability | 1994-11-17 | Paper |
| scientific article; zbMATH DE number 475319 (Why is no real title available?) | 1994-01-23 | Paper |
Weak ergodicity and products of random matrices
Journal of Theoretical Probability | 1993-09-13 | Paper |
Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
Stochastic Processes and their Applications | 1992-10-04 | Paper |
| scientific article; zbMATH DE number 66648 (Why is no real title available?) | 1992-09-27 | Paper |
The central limit theorem for Tukey's 3R smoother
Statistics & Probability Letters | 1992-06-28 | Paper |
On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
Stochastic Processes and their Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4133227 (Why is no real title available?) | 1989-01-01 | Paper |
On the central limit theorem for \(\rho\)-mixing sequences of random variables
The Annals of Probability | 1987-01-01 | Paper |
The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
Proceedings of the American Mathematical Society | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3973951 (Why is no real title available?) | 1986-01-01 | Paper |
Invariance principles under weak dependence
Journal of Multivariate Analysis | 1986-01-01 | Paper |
Invariance principles under a two-part mixing assumption
Stochastic Processes and their Applications | 1986-01-01 | Paper |
Convergence rates of the strong law for stationary mixing sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
An invariance principle for \(\phi\)-mixing sequences
The Annals of Probability | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3988363 (Why is no real title available?) | 1984-01-01 | Paper |
A note on two measures of dependence and mixing sequences
Advances in Applied Probability | 1983-01-01 | Paper |
Invariance principles for mixing sequences of random variables
The Annals of Probability | 1982-01-01 | Paper |
A criterion for tightness for a class of dependent random variables
Acta Mathematica Academiae Scientiarum Hungaricae | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3736711 (Why is no real title available?) | 1981-01-01 | Paper |
An invariance principle for dependent random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3682767 (Why is no real title available?) | 1980-01-01 | Paper |
Limit Theorems and the Law of Large Numbers for Martingale-like Sequences
Mathematische Nachrichten | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3576447 (Why is no real title available?) | 1976-01-01 | Paper |
Rates in the central limit theorem for random projections of Martingales
(available as arXiv preprint) | N/A | Paper |
