Strong approximation for a class of stationary processes
From MaRDI portal
Publication:1001848
DOI10.1016/j.spa.2008.01.012zbMath1157.60311OpenAlexW1980337107MaRDI QIDQ1001848
Publication date: 19 February 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.01.012
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
Related Items
Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors, Nonparametric estimation of quantiles for a class of stationary processes, A note on the strong approximation for long memory processes and its application, Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage, Measuring nonlinear dependence in time-series, a distance correlation approach, Simultaneous inference of the mean of functional time series, Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality, Tail adversarial stability for regularly varying linear processes and their extensions, Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices, Gaussian approximation for high dimensional vector under physical dependence, A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields, Komlós-Major-Tusnády approximation under dependence, Split invariance principles for stationary processes, Optimal Gaussian Approximation For Multiple Time Series, Consistency of kernel density estimators for causal processes, Monitoring multivariate time series, Strong approximation of locally square-integrable martingales, On nonparametric inference for spatial regression models under domain expanding and infill asymptotics, Time series modeling on dynamic networks, Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables, A compact LIL for martingales in \(2\)-smooth Banach spaces with applications, Optimal portfolios based on weakly dependent data
Cites Work
- Approximation theorems for strongly mixing random variables
- Strong approximation for the sums of squares of augmented GARCH sequences
- Bilinear Markovian representation and bilinear models
- On strong invariance principles under dependence assumptions
- A useful estimate in the multidimensional invariance principle
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Strict stationarity of generalized autoregressive processes
- Approximation theorems for independent and weakly dependent random vectors
- Almost sure invariance principles for mixing sequences of random variables
- Augmented GARCH\((p,q)\) process and its diffusion limit
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Coupling for \(\tau\)-dependent sequences and applications
- The mixing property of bilinear and generalised random coefficient autoregressive models
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- Strong invariance principles for dependent random variables
- The stochastic equation Yn+1=AnYn + Bn with stationary coefficients
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Limit theorems for iterated random functions
- An invariance principle for the law of the iterated logarithm
- Nonlinear system theory: Another look at dependence
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item