Moment inequalities and the strong laws of large numbers

Cites Work

Cited In (83)

Nonparametric change-point estimation for dependent sequences
Estimates of means for almost all realizations of stationary processes
The order of magnitude of the arithmetic means of double orthogonal series
Maximal Inequalities for Dependent Random Variables
Smooth approximation of stochastic differential equations
An asymptotically optimal maximal inequality
Maximal inequalities for not necessarily orthogonal random variables and some applications
Complete $q$th moment convergence for arrays of random variables
Equidistribution of random walks on compact groups
The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm
On the constants in the estimates of the rate of convergence in the Birkhoff ergodic theorem
Approximation theorems for double orthogonal series. II
The strong laws of large numbers for quasi-stationary sequences
Strong approximation by rectangular partial sums of double orthogonal series
Weighted laws of large numbers and convergence of weighted ergodic averages on vector valued $L_p$-spaces
A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
A general moment inequality for the maximum of the rectangular partial sums of multiple series
Mean integrated squared error of nonlinear wavelet-based estimators with long memory data
General maximal inequalities related to the strong law of large numbers
On random almost periodic trigonometric polynomials and applications to ergodic theory
On the weak invariance principle for stationary sequences under projective criteria
Some theorems related to almost sure convergence of orthogonal series
On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
Strong laws of large numbers for quasi-stationary random fields
On the Bahadur representation of sample quantiles for dependent sequences
Weighted Birkhoff ergodic theorem with oscillating weights
Strong approximation of vector-valued stochastic integrals
Toward optimal multistep forecasts in non-stationary autoregressions
Rates of convergence for the change-point estimator for long-range dependent sequences
Convergence rates for estimating a change-point with long-range dependent sequences
On the growth order of partial sums of non-orthogonal series
A Spitzer-type law of large numbers for widely orthant dependent random variables
Moment inequalities for mixing sequences
Strong invariance principles for dependent random variables
Equivalent conditions of complete convergence for weighted sums of sequences of negatively dependent random variables
A note on the Bahadur representation of sample quantiles for $\alpha $-mixing random variables
Robust monitoring of CAPM portfolio betas. II
On the quenched functional CLT in random sceneries
Testing the stability of the functional autoregressive process
A general approach rate to the strong law of large numbers
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
A random CLT for dependent random variables
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
On an inequality of Longnecker and Serfling
Cumulative sum estimator for change-point in panel data
Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
An improved Menshov-Rademacher theorem
Split invariance principles for stationary processes
Approximation theorems for double orthogonal series
Dimension properties of sample paths of self-similar processes
Pointwise ergodic theorems with rate and application to the CLT for Markov chains
Asymptotic normality for random sums of linear processes
Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory
On the rate of convergence of weighted oscillating ergodic averages
Strong laws of large numbers for arrays of orthogonal random elements in Banach spaces
On a general approach to the strong laws of large numbers
Strong laws of large numbers for positively dependent random variables
Convergence of trajectories in fractal interpolation of stochastic processes
On the unconditional almost-everywhere convergence of general orthogonal series
Detecting changes in functional linear models
Constants in the estimates of the convergence rate in the Birkhoff ergodic theorem with continuous time
The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL
Dyson's spike for random Schroedinger operators and Novikov-Shubin invariants of groups
Almost everywhere convergence of ergodic series
Equidistribution of random walks on compact groups. II: The Wasserstein metric
Random walks on the circle and Diophantine approximation
Randomly perturbed ergodic averages
Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations
A new limit result in change point analysis
A new inequality of Menshov-Rademacher type and the strong law of large numbers
Nuisance-parameter-free changepoint detection in non-stationary series
Asymptotic delay times of sequential tests based on $U$-statistics for early and late change points
On the law of the iterated logarithm for random exponential sums
Robust change-point detection for functional time series based on $U$-statistics and dependent wild bootstrap
On the discrepancy of random subsequences of $\{n\alpha\}$
The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions
Pivotal tests for relevant differences in the second order dynamics of functional time series
Remarks on invariance principle for one-parametric recursive residuals
The exact approximation order of the random maximum Of cumulative sums Of independent variables
Equivalent conditions of complete $p$th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
Two-sample U-statistic processes for long-range dependent data
The central limit theorem for Riesz–Raikov sums II

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