Asymptotic theory of weakly dependent stochastic processes
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- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
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- A new covariance inequality and applications.
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- Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
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- On a clustering criterion for dependent observations
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- Empirical and sequential empirical copula processes under serial dependence
- Conditional estimation for dependent functional data
- A strictly stationary -mixing process satisfying the central limit theorem but not the weak invariance principle
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