István Berkes

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Some optimal conditions for the ASCLT Journal of Theoretical Probability	2024-04-02	Paper
Random walks on the circle and Diophantine approximation Journal of the London Mathematical Society	2023-08-23	Paper
On the almost sure central limit theorem along subsequences Mathematica Pannonica	2022-05-09	Paper
Trimmed Least Square Estimators for Stable Ar(1) Processes Mathematica Pannonica	2022-05-09	Paper
On the discrepancy of random subsequences of $\{n\alpha\}$ II (available as arXiv preprint)	2021-10-12	Paper
On the Discrepancy of Random Walks on the Circle Uniform distribution theory	2021-01-21	Paper
On the discrepancy of random subsequences of \(\{n\alpha\}\) Acta Arithmetica	2019-12-19	Paper
Strong approximation and a central limit theorem for St. Petersburg sums Stochastic Processes and their Applications	2019-11-27	Paper
Detecting Changes in the Mean of Functional Observations Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-04-30	Paper
On the law of the iterated logarithm for random exponential sums Transactions of the American Mathematical Society	2019-01-10	Paper
Asymptotics for GARCH squared residual correlations Econometric Theory	2018-12-14	Paper
Estimation of the maximal moment exponent of a GARCH(1,1) sequence Econometric Theory	2018-12-14	Paper
On the Uniform Theory of Lacunary Series Number Theory – Diophantine Problems, Uniform Distribution and Applications	2018-08-17	Paper
Berry-Esseen bounds and Diophantine approximation Analysis Mathematica	2018-07-23	Paper
Strong approximation of lacunary series with random gaps Monatshefte für Mathematik	2018-07-13	Paper
On trigonometric sums with random frequencies Studia Scientiarum Mathematicarum Hungarica	2018-04-27	Paper
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit Journal of Theoretical Probability	2017-10-23	Paper
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit Journal of Theoretical Probability	2017-10-23	Paper
Strong approximation of the St. Petersburg game Statistics	2017-07-14	Paper
Change Point Detection with Stable AR(1) Errors Asymptotic Laws and Methods in Stochastics	2017-07-05	Paper
Paul L\'evy, strong approximation and the St. Petersburg paradox	2016-09-27	Paper
On the extremal theory of continued fractions Journal of Theoretical Probability	2016-04-07	Paper
The Kadec-Pełczyński theorem in \(L^p\), \(1\leq p<2\) Proceedings of the American Mathematical Society	2016-03-08	Paper
On the asymptotic normality of kernel estimators of the long run covariance of functional time series Journal of Multivariate Analysis	2015-12-23	Paper
scientific article; zbMATH DE number 6497983 (Why is no real title available?)	2015-10-23	Paper
GCD sums from Poisson integrals and systems of dilated functions Journal of the European Mathematical Society (JEMS)	2015-09-21	Paper
Lacunary series and stable distributions Mathematical Statistics and Limit Theorems	2015-06-24	Paper
Lacunary series and stable distributions Mathematical Statistics and Limit Theorems	2015-06-24	Paper
On permutation-invariance of limit theorems Journal of Complexity	2015-06-10	Paper
Convergence of series of dilated functions and spectral norms of GCD matrices Acta Arithmetica	2015-04-24	Paper
Convergence of series of dilated functions and spectral norms of GCD matrices Acta Arithmetica	2015-04-24	Paper
Comments on: ``Extensions of some classical methods in change point analysis Test	2015-01-29	Paper
On series \(\sum c_k f(kx)\) and Khinchin's conjecture Israel Journal of Mathematics	2014-10-24	Paper
On series of dilated functions The Quarterly Journal of Mathematics	2014-10-10	Paper
On the law of the iterated logarithm for permuted lacunary sequences Proceedings of the Steklov Institute of Mathematics	2014-09-17	Paper
Trimmed stable AR(1) processes Stochastic Processes and their Applications	2014-09-04	Paper
Testing for structural change of AR model to threshold AR model Journal of Time Series Analysis	2014-08-06	Paper
On the central limit theorem for modulus trimmed sums Statistics & Probability Letters	2014-06-05	Paper
Komlós-Major-Tusnády approximation under dependence The Annals of Probability	2014-04-25	Paper
Komlós-Major-Tusnády approximation under dependence The Annals of Probability	2014-04-25	Paper
On the system \(f(nx)\) and probabilistic number theory (available as arXiv preprint)	2013-05-08	Paper
On permutations of lacunary series (available as arXiv preprint)	2013-04-25	Paper
Limit distributions in metric discrepancy theory Monatshefte für Mathematik	2013-03-18	Paper
Weak invariance principles for sums of dependent random functions Stochastic Processes and their Applications	2013-01-24	Paper
On convergence and growth of sums $\sum c_k f(kx)$	2012-11-19	Paper
On the law of large numbers and arithmetic functions Indagationes Mathematicae. New Series	2012-08-23	Paper
Asymptotic behavior of trimmed sums Stochastics and Dynamics	2012-06-04	Paper
scientific article; zbMATH DE number 6026937 (Why is no real title available?)	2012-04-23	Paper
scientific article; zbMATH DE number 6026937 (Why is no real title available?)	2012-04-23	Paper
The central limit theorem for sums of trimmed variables with heavy tails Stochastic Processes and their Applications	2012-03-05	Paper
Split invariance principles for stationary processes The Annals of Probability	2012-01-09	Paper
Asymptotics of trimmed CUSUM statistics Bernoulli	2011-12-28	Paper
On the strong law of large numbers and additive functions Periodica Mathematica Hungarica	2011-12-19	Paper
On permutations of Hardy-Littlewood-Pólya sequences Transactions of the American Mathematical Society	2011-12-12	Paper
On the asymptotic behavior of weakly lacunary series Proceedings of the American Mathematical Society	2011-08-01	Paper
Probability and metric discrepancy theory Stochastics and Dynamics	2011-03-21	Paper
scientific article; zbMATH DE number 5862942 (Why is no real title available?)	2011-03-09	Paper
Lacunary sequences and permutations (available as arXiv preprint)	2011-03-09	Paper
Estimation in nonstationary random coefficient autoregressive models Journal of Time Series Analysis	2011-02-22	Paper
Upper-lower class tests for weighted i.i.d. sequences and martingales Journal of Theoretical Probability	2010-06-09	Paper
Non-central limit theorems for random selections Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2010-06-09	Paper
On functional versions of the arc-sine law Journal of Theoretical Probability	2010-04-23	Paper
On the central limit theorem for \(f(n_{k}x)\) Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2010-01-15	Paper
On the convergence of ∑𝑐_{𝑘}𝑓(𝑛_{𝑘}𝑥) Memoirs of the American Mathematical Society	2009-09-16	Paper
A general strong law of large numbers for additive arithmetic functions	2009-08-05	Paper
On the law of the iterated logarithm for the discrepancy of \(\langle n_kx\rangle\) Monatshefte für Mathematik	2009-06-30	Paper
Asymptotic results for the empirical process of stationary sequences Stochastic Processes and their Applications	2009-05-06	Paper
Testing for changes in the covariance structure of linear processes Journal of Statistical Planning and Inference	2009-04-08	Paper
Selection from a stable box Bernoulli	2009-03-02	Paper
scientific article; zbMATH DE number 5368557 (Why is no real title available?)	2008-11-19	Paper
The functional central limit theorem for a family of GARCH observations with applications Statistics & Probability Letters	2008-11-14	Paper
Metric Discrepancy Results for Sequences {nkx} and Diophantine Equations Diophantine Approximation	2008-10-20	Paper
Entropy conditions for subsequences of random variables with applications to empirical processes Monatshefte für Mathematik	2008-04-16	Paper
CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES Econometric Theory	2008-01-23	Paper
Pseudorandom numbers and entropy conditions Journal of Complexity	2008-01-09	Paper
On complete convergence of triangular arrays of independent random variables Statistics & Probability Letters	2007-07-16	Paper
A law of the iterated logarithm for arithmetic functions Proceedings of the American Mathematical Society	2007-02-01	Paper
Moment convergence and the law of iterated logarithm for additive functions Acta Arithmetica	2007-01-05	Paper
Strong approximation for the sums of squares of augmented GARCH sequences Bernoulli	2006-11-06	Paper
Empirical processes in probabilistic number theory: the LIL for the discrepancy of \((n_{k}\omega)\bmod 1\) Illinois Journal of Mathematics	2006-09-26	Paper
On discriminating between long-range dependence and changes in mean The Annals of Statistics	2006-08-24	Paper
Almost sure convergence of the Bartlett estimator Periodica Mathematica Hungarica	2006-06-27	Paper
Almost sure versions of the Darling-Erdős theorem Statistics & Probability Letters	2006-04-28	Paper
Limit results for the empirical process of squared residuals in GARCH models. Stochastic Processes and their Applications	2005-11-29	Paper
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS Econometric Theory	2005-09-05	Paper
Upper-lower class tests and frequency results along subsequences Stochastic Processes and their Applications	2005-08-05	Paper
Near-integrated GARCH sequences The Annals of Applied Probability	2005-04-29	Paper
scientific article; zbMATH DE number 2152219 (Why is no real title available?)	2005-04-04	Paper
Testing for parameter constancy in GARCH\((p,q)\) models Statistics & Probability Letters	2005-03-08	Paper
A universal result in almost sure central limit theory. Stochastic Processes and their Applications	2004-11-26	Paper
A weighted goodness-of-fit test for GARCH(1,1) specification Lithuanian Mathematical Journal	2004-10-15	Paper
Applications of permutations to the simulations of critical values Journal of Nonparametric Statistics	2004-09-27	Paper
The logarithmic average of sample extremes is asymptotically normal. Stochastic Processes and their Applications	2004-09-22	Paper
The efficiency of the estimators of the parameters in GARCH processes. The Annals of Statistics	2004-09-15	Paper
The rate of consistency of the quasi-maximum likelihood estimator. Statistics & Probability Letters	2004-03-14	Paper
Asymptotic results for long memory LARCH sequences The Annals of Applied Probability	2003-11-17	Paper
scientific article; zbMATH DE number 1944031 (Why is no real title available?)	2003-10-21	Paper
Central limit theorems for logarithmic averages Studia Scientiarum Mathematicarum Hungarica	2003-08-06	Paper
scientific article; zbMATH DE number 1959479 (Why is no real title available?)	2003-08-05	Paper
Strong approximation of the empirical process of GARCH sequences The Annals of Applied Probability	2003-05-06	Paper
GARCH processes: structure and estimation Bernoulli	2003-01-01	Paper
The law of large numbers with exceptional sets Statistics & Probability Letters	2002-09-05	Paper
scientific article; zbMATH DE number 1301677 (Why is no real title available?)	2002-02-17	Paper
Pair correlations and \(U\)-statistics for independent and weakly dependent random variables Illinois Journal of Mathematics	2002-02-14	Paper
Limit theorems for logarithmic averages of fractional Brownian motions Journal of Theoretical Probability	2001-07-02	Paper
Strong laws for \(L_p\)-norms of empirical and related processes Periodica Mathematica Hungarica	2001-06-13	Paper
Almost sure limit theorems for the St. Petersburg game Statistics & Probability Letters	2000-09-04	Paper
Limit theorems for mixing sequences without rate assumptions The Annals of Probability	2000-09-04	Paper
Almost sure central limit theorems under minimal conditions Statistics & Probability Letters	2000-01-09	Paper
Logarithmic averages of stable random variables are asymptotically normal Stochastic Processes and their Applications	1999-11-18	Paper
Limit Theorems for Logarithmic Averages of Random Vectors Mathematische Nachrichten	1999-09-29	Paper
scientific article; zbMATH DE number 1288325 (Why is no real title available?)	1999-05-18	Paper
On the pointwise central limit theorem and mixtures of stable distributions Statistics & Probability Letters	1999-01-19	Paper
scientific article; zbMATH DE number 1225447 (Why is no real title available?)	1998-11-22	Paper
On the convergence of ∑𝑐_{𝑛}𝑓(𝑛𝑥) and the Lip 1/2 class Transactions of the American Mathematical Society	1997-12-16	Paper
Between local and global logarithmic averages Statistics & Probability Letters	1997-12-14	Paper
Critical Lil Behavior of the Trigonometric System	1997-05-12	Paper
Lacunary sequences and conditional independence Acta Mathematica Hungarica	1996-09-16	Paper
scientific article; zbMATH DE number 878345 (Why is no real title available?)	1996-05-14	Paper
An Optimal Condition for the Lil for Trigonometric Series	1995-11-30	Paper
On the almost sure central limit theorem and domains of attraction Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1995-07-05	Paper
The Size of Trigonometric and Walsh Series and Uniform Distribution Mod 1 Journal of the London Mathematical Society	1995-04-06	Paper
On the almost sure (a.s.) central limit theorem for random variables with infinite variance Journal of Theoretical Probability	1995-01-19	Paper
Some limit theorems in log density The Annals of Probability	1994-04-17	Paper
scientific article; zbMATH DE number 168135 (Why is no real title available?)	1993-05-16	Paper
Nongaussian Limit Distributions of Lacunary Trigonometric Series Canadian Journal of Mathematics	1992-09-27	Paper
A note on lacunary trigonometric series Acta Mathematica Hungarica	1992-06-28	Paper
Irregular LIL behaviour of lacunary trigonometric series Periodica Mathematica Hungarica	1992-06-25	Paper
scientific article; zbMATH DE number 16045 (Why is no real title available?)	1992-06-25	Paper
An extension of the Komlós subsequence theorem Acta Mathematica Hungarica	1990-01-01	Paper
Almost sure and weak invariance principles for random variables attracted by a stable law Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1989-01-01	Paper
On almost symmetric sequences in \(L_ p\) Acta Mathematica Hungarica	1989-01-01	Paper
scientific article; zbMATH DE number 4082626 (Why is no real title available?)	1988-01-01	Paper
A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law Acta Mathematica Hungarica	1986-01-01	Paper
scientific article; zbMATH DE number 4215053 (Why is no real title available?)	1986-01-01	Paper
scientific article; zbMATH DE number 4215061 (Why is no real title available?)	1986-01-01	Paper
Exchangeable random variables and the subsequence principle Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1986-01-01	Paper
Almost exchangeable sequences of random variables Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1985-01-01	Paper
Gaussian approximation of mixing random fields Acta Mathematica Hungarica	1984-01-01	Paper
scientific article; zbMATH DE number 3917371 (Why is no real title available?)	1984-01-01	Paper
Strong invariance principles for mixing random fields Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1981-01-01	Paper
scientific article; zbMATH DE number 3631688 (Why is no real title available?)	1979-01-01	Paper
Approximation theorems for independent and weakly dependent random vectors The Annals of Probability	1979-01-01	Paper
An A.S. Invariance principle for lacunary seriesf(n k x) Acta Mathematica Academiae Scientiarum Hungaricae	1979-01-01	Paper
A central limit theorem for trigonometric series with small gaps Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1979-01-01	Paper
A remark on Strassen's theorem Acta Mathematica Academiae Scientiarum Hungaricae	1979-01-01	Paper
On the central limit theorem for lacunary trigonometric series Analysis Mathematica	1978-01-01	Paper
An almost sure invariance principle for the empirical distribution function of mixing random variables Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1977-01-01	Paper
On the asymptotic behaviour of ?f(nkx) Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1976-01-01	Paper
On the asymptotic behaviour of ?f(nkx) Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1976-01-01	Paper
An almost sure invariance principle for lacunary trigonometric series Acta Mathematica Academiae Scientiarum Hungaricae	1975-01-01	Paper
scientific article; zbMATH DE number 3540153 (Why is no real title available?)	1975-01-01	Paper
scientific article; zbMATH DE number 3514792 (Why is no real title available?)	1975-01-01	Paper
scientific article; zbMATH DE number 3505950 (Why is no real title available?)	1974-01-01	Paper
scientific article; zbMATH DE number 3565834 (Why is no real title available?)	1974-01-01	Paper
The law of the iterated logarithm for subsequences of random variables Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1974-01-01	Paper
The functional law of the iterated logarithm for dependent random variables Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1973-01-01	Paper
scientific article; zbMATH DE number 3418414 (Why is no real title available?)	1972-01-01	Paper
Lacunary sequences in analysis, probability and number theory (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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