On strong invariance principles under dependence assumptions
From MaRDI portal
Publication:1074219
DOI10.1214/aop/1176992626zbMath0589.60031OpenAlexW2117394411MaRDI QIDQ1074219
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992626
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)
Related Items
Necessary and sufficient conditions for the conditional central limit theorem, Bootstrap conditional distribution tests in the presence of dynamic misspecification, A note on the almost sure approximation of weakly dependent random variables, Strong approximation for RCA(1) time series with applications, Approximations for the maximum of a vector-valued stochastic process with drift, The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test, A generalized drop-the-loser rule for multi-treatment clinical trials, Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\), Strong approximation for the sums of squares of augmented GARCH sequences, On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables, Strong approximations of semimartingales by processes with independent increments, Testing for change points in time series models and limiting theorems for NED sequences, Strong approximation for cross-covariances of linear variables with long-range dependence, Retrospective change detection for binary time series models, Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise, Editor’s special invited paper: On the efficient score vector in sequential monitoring, On the reaction time of moving sum detectors, An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables, Strong rules for detecting the number of breaks in a time series, Optimal Gaussian Approximation For Multiple Time Series, Strong approximation of partial sums under dependence conditions with application to dynamical systems, Inference on factor structures in heterogeneous panels, Rates of convergence in invariance principles for random walks on linear groups via martingale methods, Monitoring test for stability of copula parameter in time series, Strong invariance principles for dependent random variables, M-Procedures for Detection of Changes for Dependent Observations, Testing for common breaks in a multiple equations system, Monitoring multivariate time series, Non-stationary almost sure invariance principle for hyperbolic systems with singularities, Testing for changes in the mean or variance of a stochastic process under weak invariance, Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs, Delay time in sequential detection of change, Extreme value distribution of a recursive-type detector in linear model, Testing for parameter stability in \(RCA(1)\) time series, Monitoring parameter change in time series models, Predictive ability with cointegrated variables, Strong approximation of continuous time stochastic processes, Moving estimates test with time varying bandwidth, Monitoring parameter changes for random coefficient autoregressive models, Monitoring parameter changes in RCA(\(p\)) models, Extensions of some classical methods in change point analysis, Strong approximation for a class of stationary processes, Monitoring parameter change in AR\((p)\) time series models, Testing for changes in polynomial regression, On the law of the iterated logarithm and strong invariance principles in stochastic geometry, Extreme value theory for stochastic integrals of Legendre polynomials, Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic, Limit distributions of directionally reinforced random walks, Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales, NONPARAMETRIC NONSTATIONARITY TESTS, Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series, Testing for changes in multivariate dependent observations with an application to temperature changes, Rate of convergence of stochastic approximation procedures in a Banach space, A new approach for open‐end sequential change point monitoring, Asymptotic Behavior of Delay Times of Bubble Monitoring Tests, Strong invariance principle for singular diffusions., A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space., On the use of estimating functions in monitoring time series for change points, A consistent test for nonlinear out of sample predictive accuracy., Comments on: ``Extensions of some classical methods in change point analysis, Test for parameter changes in generalized random coefficient autoregressive model, Binary Time Series Models in Change Point Detection Tests