Strong invariance principles for dependent random variables

From MaRDI portal
Publication:2460327

DOI10.1214/009117907000000060zbMath1166.60307arXiv0711.3674OpenAlexW3101920912MaRDI QIDQ2460327

Wei-Biao Wu

Publication date: 14 November 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.3674



Related Items

BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA, Mean stationarity test in time series: a signal variance-based approach, Tail adversarial stability for regularly varying linear processes and their extensions, Central limit theorems for high dimensional dependent data, Statistical inference for DNA sequences of promoters: a non-stationary qualitative model, Study of almost everywhere convergence of series by mean of martingale methods, Limit theorems for weighted Bernoulli random fields under Hannan's condition, Robust econometric inference with mixed integrated and mildly explosive regressors, Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework, A unified approach to self-normalized block sampling, On maxima of periodograms of stationary processes, Local linear quantile estimation for nonstationary time series, Recursive estimation of time-average variance constants, New recursive estimators of the time-average variance constant, TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS, Limit theorems and inequalities via martingale methods, 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, SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS, Optimal difference-based variance estimators in time series: a general framework, On convergence to stochastic integrals, Testing for change points in time series models and limiting theorems for NED sequences, Optimal eigen expansions and uniform bounds, Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations, Testing for parameter stability in nonlinear autoregressive models, Heteroscedasticity and Autocorrelation Robust Structural Change Detection, Strong approximation results for the empirical process of stationary sequences, On weak invariance principles for partial sums, WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS, Invariance principles for the law of the iterated logarithm under \(G\)-framework, Strong approximation for \(\rho \)-mixing sequences, On the Product of Random Variables and Moments of Sums Under Dependence, Asymptotics for a class of dependent random variables, Inference for modulated stationary processes, On the almost sure invariance principle for dependent Bernoulli random variables, Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains, Central limit theorem for Markov processes with spectral gap in the Wasserstein metric, A Berry-Esseen bound with (almost) sharp dependence conditions, On martingale approximation of adapted processes, Invariance principles for linear processes with application to isotonic regression, On the functional central limit theorem via martingale approximation, Marked empirical processes for non-stationary time series, On weak invariance principles for sums of dependent random functionals, Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples, Kink estimation in stochastic regression with dependent errors and predictors, Dependent functional data, Simultaneous quantile inference for non-stationary long-memory time series, Change-point analysis in increasing dimension, Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours, Testing for structural stability in the whole sample, A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields, Robust adaptive rate-optimal testing for the white noise hypothesis, Covariance and precision matrix estimation for high-dimensional time series, A Darling-Erdős type result for stationary ellipsoids, Hypothesis testing for high-dimensional time series via self-normalization, A general approach to the joint asymptotic analysis of statistics from sub-samples, On martingale approximations and the quenched weak invariance principle, Komlós-Major-Tusnády approximation under dependence, Split invariance principles for stationary processes, Optimal Gaussian Approximation For Multiple Time Series, Strong approximation of partial sums under dependence conditions with application to dynamical systems, Consistency of kernel density estimators for causal processes, Confidence bands in nonparametric time series regression, The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times, Testing for randomness in a random coefficient autoregression model, Kolmogorov's law of the iterated logarithm for noncommutative martingales, Non-stationary almost sure invariance principle for hyperbolic systems with singularities, Covariances Estimation for Long-Memory Processes, Rates in the strong invariance principle for ergodic automorphisms of the torus, On the maximum of covariance estimators, Rates of convergence in the central limit theorem for linear statistics of martingale differences, Weakly dependent functional data, Parametric and nonparametric models and methods in financial econometrics, FDR-control in multiscale change-point segmentation, Relevant change points in high dimensional time series, Extremes of projections of functional time series on data-driven basis systems, Berry-Esseen theorems under weak dependence, Time series modeling on dynamic networks, Pointwise ergodic theorems with rate and application to the CLT for Markov chains, Strong approximation for a class of stationary processes, On the law of the iterated logarithm and strong invariance principles in stochastic geometry, An asymptotic theory for sample covariances of Bernoulli shifts, A bootstrap-assisted spectral test of white noise under unknown dependence, Unsupervised Self-Normalized Change-Point Testing for Time Series, On nonparametric prediction of linear processes, POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES, Asymptotic results for the empirical process of stationary sequences, Optimal change-point estimation in time series, Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter, \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data, Limit Theorems for Aggregated Linear Processes, Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series, Martingale decomposition and approximations for nonlinearly dependent processes, Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus, On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields, Structural breaks in time series, Almost sure approximation of the superposition of the random processes, Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors, A compact LIL for martingales in \(2\)-smooth Banach spaces with applications, Strong invariance principles with rate for ``reverse martingale differences and applications, Asymptotic for LS estimators in the EV regression model for dependent errors, ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS



Cites Work