Magda Peligrad

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Person:217307

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zbMath Open peligrad.magdaMaRDI QIDQ217307

List of research outcomes





PublicationDate of PublicationType
On the local limit theorems for linear sequences of lower psi-mixing Markov chains2024-07-09Paper
On the quenched CLT for stationary Markov chains2024-04-02Paper
Functional central limit theorem via nonstationary projective conditions2024-03-07Paper
Convergence of series of conditional expectations2023-07-12Paper
Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions2023-05-10Paper
On the CLT for stationary Markov chains with trivial tail sigma field2023-02-24Paper
On the local limit theorems for lower psi-mixing Markov chains2022-08-30Paper
On the CLT for stationary Markov chains with trivial tail sigma field2022-08-30Paper
On the invariance principle for reversible Markov chains2022-07-27Paper
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law2022-06-20Paper
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)2022-05-31Paper
A local limit theorem for linear random fields2021-11-25Paper
On the local limit theorems for psi-mixing Markov chains2021-08-06Paper
New robust confidence intervals for the mean under dependence2021-01-06Paper
On the quenched central limit theorem for stationary random fields under projective criteria2020-10-30Paper
A new CLT for additive functionals of Markov chains2020-09-02Paper
Quenched invariance principles for orthomartingale-like sequences2020-08-06Paper
On the CLT for additive functionals of Markov chains2020-07-29Paper
Universality of limiting spectral distribution under projective criteria2020-06-21Paper
Functional CLT for nonstationary strongly mixing processes2020-01-20Paper
Functional CLT for martingale-like nonstationary dependent structures2019-09-25Paper
Functional Gaussian Approximation for Dependent Structures2019-03-13Paper
Central limit theorem for Fourier transform and periodogram of random fields2019-01-28Paper
On the normal approximation for random fields via martingale methods2018-04-13Paper
Erratum: The limiting spectral distribution in terms of spectral density2018-02-16Paper
Quenched Invariance Principles via Martingale Approximation2017-07-05Paper
The Self-normalized Asymptotic Results for Linear Processes2017-07-05Paper
On the spectral density of stationary processes and random fields2017-01-24Paper
On the Product of Random Variables and Moments of Sums Under Dependence2017-01-11Paper
On the invariance principle for reversible Markov chains2016-08-11Paper
On the empirical spectral distribution for matrices with long memory and independent rows2016-08-08Paper
On the functional CLT for stationary Markov chains started at a point2016-04-20Paper
The limiting spectral distribution in terms of spectral density2016-04-18Paper
Quenched limit theorems for Fourier transforms and periodogram2016-02-22Paper
Asymptotic variance of stationary reversible and normal Markov processes2015-08-07Paper
Law of the iterated logarithm for the periodogram2015-06-19Paper
On the universality of spectral limit for random matrices with martingale differences entries2015-06-17Paper
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries2015-06-11Paper
On kernel estimators of density for reversible Markov chains2015-06-11Paper
Central limit theorem for linear processes with infinite variance2014-09-18Paper
A quenched weak invariance principle2014-09-05Paper
Reflexive operator algebras on Banach spaces2014-07-31Paper
Exact moderate and large deviations for linear processes2014-04-29Paper
Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains2013-07-18Paper
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples2013-05-24Paper
Central limit theorem for triangular arrays of non-homogeneous Markov chains2013-01-28Paper
On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance2013-01-19Paper
Some aspects of modeling dependence in copula-based Markov chains2012-08-24Paper
Bernstein inequality and moderate deviations under strong mixing conditions2012-07-26Paper
Asymptotic properties of self-normalized linear processes with long memory2012-06-11Paper
Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains2012-04-26Paper
A Bernstein type inequality and moderate deviations for weakly dependent sequences2012-02-13Paper
Almost sure invariance principles via martingale approximation2012-01-04Paper
Invariance principles for linear processes with application to isotonic regression2011-09-02Paper
On the functional central limit theorem via martingale approximation2011-09-02Paper
ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION2011-03-21Paper
Conditional central limit theorem via martingale approximation2011-03-09Paper
Central limit theorem for Fourier transforms of stationary processes2010-09-29Paper
Recent advances in invariance principles for stationary sequences2010-06-29Paper
Moderate deviations for linear processes generated by martingale-like random variables2010-04-23Paper
Moderate deviations for stationary sequences of bounded random variables2009-08-24Paper
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion2009-04-27Paper
Functional moderate deviations for triangular arrays and applications2009-04-27Paper
Invariance principle for stochastic processes with short memory2007-09-12Paper
On the weak invariance principle for stationary sequences under projective criteria2007-02-14Paper
A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications2007-02-01Paper
Central limit theorem for stationary linear processes2006-11-08Paper
Another approach to Brownian motion2006-04-28Paper
A new maximal inequality and invariance principle for stationary sequences2005-05-03Paper
Some remarks on coupling of dependent random variables2003-05-07Paper
The functional central limit theorem under the strong mixing condition2003-05-06Paper
Maximal inequalities and an invariance principle for a class of weakly dependent random variables2003-04-27Paper
A note on the uniform laws for dependent processes via coupling2002-08-28Paper
https://portal.mardi4nfdi.de/entity/Q44100782002-01-01Paper
On the blockwise bootstrap for empirical processes for stationary sequences2000-03-14Paper
Almost-sure results for a class of dependent random variables2000-01-09Paper
Asymptotic normality for density kernel estimators in discrete and continuous time1999-11-29Paper
Convergence of stopped sums of weakly dependent random variables1999-07-08Paper
https://portal.mardi4nfdi.de/entity/Q42468871999-06-16Paper
Maximum of partial sums and an invariance principle for a class of weak dependent random variables1998-03-24Paper
Central limit theorem for linear processes1997-11-18Paper
Sharp conditions for the CLT of linear processes in a Hilbert space1997-10-27Paper
On the asymptotic normality of sequences of weak dependent random variables1996-10-13Paper
A note on estimation of variance for \(\rho\)-mixing sequences1996-06-05Paper
Estimation of the variance of partial sums for \(\rho\)-mixing random variables1995-07-03Paper
Estimation of variance of partial sums of an associated sequence of random variables1995-05-23Paper
A note on the almost sure central limit theorem for weakly dependent random variables1995-02-22Paper
Self-normalized central limit theorem for sums of weakly dependent random variables1994-11-17Paper
https://portal.mardi4nfdi.de/entity/Q42735651994-01-23Paper
Weak ergodicity and products of random matrices1993-09-13Paper
Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions1993-01-17Paper
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient1992-10-04Paper
https://portal.mardi4nfdi.de/entity/Q40112821992-09-27Paper
The central limit theorem for Tukey's 3R smoother1992-06-28Paper
On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30346101989-01-01Paper
On the central limit theorem for \(\rho\)-mixing sequences of random variables1987-01-01Paper
The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37399551986-01-01Paper
Invariance principles under weak dependence1986-01-01Paper
Invariance principles under a two-part mixing assumption1986-01-01Paper
Convergence rates of the strong law for stationary mixing sequences1985-01-01Paper
An invariance principle for \(\phi\)-mixing sequences1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37507151984-01-01Paper
A note on two measures of dependence and mixing sequences1983-01-01Paper
A criterion for tightness for a class of dependent random variables1982-01-01Paper
Invariance principles for mixing sequences of random variables1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39233271981-01-01Paper
An invariance principle for dependent random variables1981-01-01Paper
Limit Theorems and the Law of Large Numbers for Martingale-like Sequences1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38784721980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41485721976-01-01Paper
Rates in the central limit theorem for random projections of MartingalesN/APaper

Research outcomes over time

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