On the Rate of Convergence for the Invariance Principle
From MaRDI portal
Publication:4086504
DOI10.1137/1118025zbMath0323.60031OpenAlexW1992680144MaRDI QIDQ4086504
Publication date: 1973
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1118025
Related Items (34)
A useful estimate in the multidimensional invariance principle ⋮ On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes ⋮ Large deviations for processes on half-line: random walk and compound Poisson ⋮ Rate of convergence in the invariance principle for martingale difference arrays ⋮ Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle ⋮ Estimates for the accuracy of coupling in the central limit theorem ⋮ Applications of permutations to the simulations of critical values ⋮ Strong approximation of semimartingales and statistical processes ⋮ The extended large deviation principle for a process with independent increments ⋮ Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ On the rate of convergence of loop-erased random walk to \(\mathrm{SLE}_{2}\) ⋮ Estimates for the rate of strong approximation in Hilbert space ⋮ A general estimate in the invariance principle ⋮ The large deviation principle for a compound Poisson process ⋮ 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 ⋮ Prokhorov Distance with Rates of Convergence under Sublinear Expectations ⋮ Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter ⋮ Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments ⋮ An exact rate of convergence in the functional central limit theorem for special martingale difference arrays ⋮ 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 ⋮ On Borovkov's estimate in the invariance principle ⋮ On the invariance principle for sums of independent identically distributed random variables ⋮ Rate of convergence in the weak invariance principle for deterministic systems ⋮ An invariance principle for the stochastic heat equation ⋮ On Simulating Wiener Integrals and Their Expectations ⋮ Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling ⋮ Arithmetic simulation of stochastic processes ⋮ On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes ⋮ Rates of convergence for U-statistic processes and their bootstrapped versions ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors ⋮ A new method to prove strassen type laws of invariance principle. 1
This page was built for publication: On the Rate of Convergence for the Invariance Principle
