Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
From MaRDI portal
Publication:5180154
DOI10.1007/BF00533181zbMath0272.60024MaRDI QIDQ5180154
Publication date: 1974
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items
Strong approximation of the empirical process of GARCH sequences, Strassen-type functional laws for strong topologies, Stochastic random walk summability, Strong approximation of empirical process with independent but non- identically distributed random variables, Unnamed Item, A GENERALIZATION OF FRACTAL INTERPOLATION STOCHASTIC PROCESSES TO HIGHER DIMENSIONS, On the law of the iterated logarithm for Gaussian processes, A note on strong approximations of multivariate empirical processes, Asymptotics of conditional empirical processes, Strong approximation results for the empirical process of stationary sequences, On the limit points of the Kaplan-Meier estimator, On r-quick limit sets for empirical and related processes based on mixing random variables, A multivariate Bahadur-Kiefer representation for the empirical Copula process, Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables, [https://portal.mardi4nfdi.de/wiki/Publication:4084475 Convergence en loi et lois du logarithme it�r� pour les vecteurs gaussiens], On strassen-type laws of the iterated logarithm for gaussian elements in abstract spaces, On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions, On the coverage of Strassen-type sets by sequences of Wiener processes, Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter, An almost sure invariance principle for the empirical distribution function of mixing random variables, A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion, On quadratic functionals of the Brownian sheet and related processes, Almost sure approximation theorems for the multivariate empirical process, Asymptotic results for the empirical process of stationary sequences, \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data, Approximations for hybrids of empirical and partial sums processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Gaussian processes, moving averages and quick detection problems
- On the extreme values of Gaussian processes
- An invariance principle for the law of the iterated logarithm
- On the deviations in the Skorokhod-Strassen approximation scheme
- An intrinsic time for non-stationary finite markov chains
- On Strassen's version of the law of the iterated logarithm for Gaussian processes
- A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
- Skorohod embedding of multivariate RV's, and the sample DF
- Theory of Reproducing Kernels