Upper and lower functions for martingales and mixing processes
From MaRDI portal
Publication:1215856
DOI10.1214/aop/1176996453zbMath0301.60026OpenAlexW2061380027MaRDI QIDQ1215856
Naresh C. Jain, Kumar Jogdeo, William Stout
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996453
Related Items
On the other law of the iterated logarithm ⋮ A strong invariance principle for reverse martingales ⋮ Recursive estimation of nonparametric regression with functional covariate ⋮ Invariance principles for martingales and sums of independent random variables ⋮ Optimizing costs of age replacement policies ⋮ Convergence and logarithm laws of self-tuning regulators ⋮ A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences ⋮ On Random Fourier Series ⋮ Clustering behavior of finite variance partial sum processes ⋮ Strong approximation for cross-covariances of linear variables with long-range dependence ⋮ Moderate deviations for martingales and mixing random processes ⋮ ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion ⋮ An almost sure Invariance Principle for Hilbert Space Valued Martingales ⋮ Unnamed Item ⋮ Iterated least squares in multiperiod control ⋮ Limiting behavior of U-statistics for stationary, absolutely regular processes ⋮ A note on a theorem of Berkes and Philipp for dependent sequences ⋮ Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors ⋮ On sequential density estimation ⋮ Reading policies for joins: an asymptotic analysis ⋮ A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables ⋮ Rates in the strong invariance principle for ergodic automorphisms of the torus ⋮ Limiting behavior of one-sample rank-order statistics for absolutely regular processes ⋮ Upper-lower class tests for weighted i.i.d. sequences and martingales ⋮ On a unified approach to the law of the iterated logarithm for martingales ⋮ The Darling-Erdős theorem for sums of i.i.d. random variables ⋮ A vector-valued almost sure invariance principle for hyperbolic dynamical systems ⋮ Asymptotically efficient adaptive control in stochastic regression models ⋮ Darling-Erdős theorems for martingales ⋮ Laws of the iterated logarithm for locally square integrable martingales ⋮ The other law of the iterated logarithm for martingales ⋮ Strong invariance principle for singular diffusions. ⋮ Upper and lower classes for triangular arrays ⋮ Strong approximation of renewal processes ⋮ Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation ⋮ On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors ⋮ Moderate deviations for martingale differences and applications to φ -mixing sequences ⋮ A law of the iterated logarithm for geometrically weighted martingale difference sequences