On the Rate of Convergence for the Invariance Principle

Cited in

(35)

Arithmetic simulation of stochastic processes
A useful estimate in the multidimensional invariance principle
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
On the invariance principle for sums of independent identically distributed random variables
On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle
Estimates for the accuracy of coupling in the central limit theorem
Rates of convergence for U-statistic processes and their bootstrapped versions
Rate of convergence in the invariance principle for martingale difference arrays
Strong approximation of semimartingales and statistical processes
On the rate of convergence of loop-erased random walk to \(\mathrm{SLE}_{2}\)
Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
On Borovkov's estimate in the invariance principle
Rate of convergence in the weak invariance principle for deterministic systems
An invariance principle for the stochastic heat equation
The extended large deviation principle for a process with independent increments
Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
Large deviations for processes on half-line: random walk and compound Poisson
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling
The accuracy of strong Gaussian approximation for sums of independent random vectors
An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
On Simulating Wiener Integrals and Their Expectations
Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
A new method to prove strassen type laws of invariance principle. 1
Applications of permutations to the simulations of critical values
Prokhorov Distance with Rates of Convergence under Sublinear Expectations
The large deviation principle for a compound Poisson process
Exponential and polynomial tailbounds for change-point estimators
Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
Estimates for the rate of strong approximation in Hilbert space
A general estimate in the invariance principle
Rates for maps and flows in a deterministic multidimensional weak invariance principle
On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes

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