On the Rate of Convergence for the Invariance Principle

Cited in

(34)

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

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