On the Rate of Convergence for the Invariance Principle

Cited In (34)

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

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