Strong approximation for -mixing sequences
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Recommendations
- On the invariance principle of -mixing sequences of random variables
- An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
- Strong approximation for mixing sequences with infinite variance
- Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables
- scientific article; zbMATH DE number 2203982
Cites work
- A generalization of strassen's functional LIL
- A new maximal inequality and invariance principle for stationary sequences
- A new strong invariance principle for sums of independent random vectors
- A useful estimate in the multidimensional invariance principle
- Almost sure invariance principles for mixing sequences of random variables
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An approximation of partial sums of independent RV's, and the sample DF. II
- Central limit theorems for additive functionals of Markov chains.
- Donsker's theorem for self-normalized partial sums processes
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- scientific article; zbMATH DE number 3149369 (Why is no real title available?)
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 3613934 (Why is no real title available?)
- scientific article; zbMATH DE number 4124702 (Why is no real title available?)
- scientific article; zbMATH DE number 3337280 (Why is no real title available?)
- Invariance principles for mixing sequences of random variables
- Limit theorems for functionals of moving averages
- Martingale approximations for sums of stationary processes.
- On the weak invariance principle for stationary sequences under projective criteria
- Some Limit Theorems for Stationary Processes
- Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
- Some results on two-sided LIL behavior
- Strong approximation for mixing sequences with infinite variance
- Strong approximation theorems for independent random variables and their applications
- Strong invariance principles for dependent random variables
- Strong invariance principles for partial sums of independent random vectors
- Strong limit theorems
- The approximation of partial sums of independent RV's
Cited in
(6)- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
- On the invariance principle of -mixing sequences of random variables
- A strong approximation for logarithmic averages of partial sums of random variables
- Strong approximation for mixing sequences with infinite variance
- scientific article; zbMATH DE number 4117554 (Why is no real title available?)
- scientific article; zbMATH DE number 1829143 (Why is no real title available?)
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