scientific article; zbMATH DE number 3820821

MaRDI QIDQ3667696zbMATH OpenFDO

Authors A. I. Sakhanenko

Publication date 1982

zbMATH Keywords

invariance principlepartial sum processesrates of convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cited in

(14)

• Precise asymptotics in the law of logarithm under dependence assumptions
• A useful estimate in the multidimensional invariance principle
• Almost sure invariance principles for mixing sequences of random variables
• Donsker's theorem for self-normalized partial sums processes
• Rates of convergence in the functional CLT for multidimensional continuous time martingales.
• Quantile coupling inequalities and their applications
• Precise asymptotics in the self-normalized law of the iterated logarithm
• Micro versus macro cointegration in heterogeneous panels
• A bootstrap theory for weakly integrated processes
• Bootstrap testing for the null of no cointegration in a threshold vector error correction model
• The Davis-Gut law for moving average processes
• The Lai law for weighted sums
• Lai law for linear processes with long memory
• Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables

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