scientific article; zbMATH DE number 3337280

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A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
On Brolin's theorem over the quaternions
CLT for linear random fields with stationary martingale-difference innovation
Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
Multivariate time series analysis
Quenched invariance principles via martingale approximation
Random walk in Markovian environment
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
Martingale decomposition and approximations for nonlinearly dependent processes
Limit theorems for aggregated linear processes
Rates of convergence in the CLT for linear random fields
Estimation of the limit variance for sums under a new weak dependence condition
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
A new CLT for additive functionals of Markov chains
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure
Fluctuation of the entropy production for the Lorentz gas under small external forces
Hypothesis testing for high-dimensional time series via self-normalization
Thermodynamics of towers of hyperbolic type
Functional central limit theorem for a random walk in a random environment
A Fourth Moment Inequality for Functionals of Stationary Processes
Recent progress on the random conductance model
Limiting curves for the Pascal adic transformation
Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
Variational formulas for asymptotic variance of general discrete-time Markov chains
On the functional CLT for stationary Markov chains started at a point
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
Central limit theorems for group actions which are exponentially mixing of all orders
An asymptotic theory for sample covariances of Bernoulli shifts
Almost sure invariance principle for nonuniformly hyperbolic systems
A quenched weak invariance principle
Monitoring time series with short detection delay
Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
A new maximal inequality and invariance principle for stationary sequences
Lindeberg theorem for Gibbs–Markov dynamics
Functional central limit theorem via nonstationary projective conditions
Central limit theorem for linear groups
Central limit theorems for the shrinking target problem
Invariance principles for linear processes with application to isotonic regression
On the functional central limit theorem via martingale approximation
Limit theorems for affine Markov walks conditioned to stay positive
Ergodic properties of invariant measures for piecewise monotonic transformations
Asymptotic results for the empirical process of stationary sequences
The Wasserstein distance and approximation theorems
Nonexistence of spectral gaps in Hölder spaces for continuous time dynamical systems
Limit theorems for additive functionals of a Markov chain
Hölder continuity of the Lyapunov exponents of linear cocycles over hyperbolic maps
Central limit theorems for time series regression
Comparison between criteria leading to the weak invariance principle
New techniques for empirical processes of dependent data
An invariance principle for stationary random fields under Hannan's condition
An invariance principle for dependent random variables
The central limit theorem for time series regression
Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric.
Conditioned limit theorems for products of random matrices
Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
Central limit theorem for stationary linear processes
Strong approximation for $\rho $-mixing sequences
On the weak invariance principle for stationary sequences under projective criteria
An explicit Berry-Esséen bound for uniformly expanding maps on the interval
A central limit theorem for fields of martingale differences
Quenched limit theorems for Fourier transforms and periodogram
On the rate of convergence of ergodic averages for functions of Gordin space
On martingale approximation of adapted processes
On martingale approximations
The uniform central limit theorem for the tent map
The law of the iterated logarithm for passive tracer in a two-dimensional flow
Large and moderate deviations for the left random walk on $GL_d(\mathbb{R})$
The almost sure invariance principle for beta-mixing measures
On mean central limit theorems for stationary sequences
An alternative to the coupling of Berkes-Liu-Wu for strong approximations
Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems
Almost topological dynamical systems
Necessary and sufficient conditions for the conditional central limit theorem
On the Bahadur representation of sample quantiles for dependent sequences
Fixed-design regression for linear time series
Mixingale and physical dependence equality with applications
Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
Lingering random walks in random environment on a strip
Decay of correlations for the Rauzy-Veech-Zorich induction map on the space of interval exchange transformations and the central limit theorem for the Teichmüller flow on the moduli space of Abelian differentials
Fluctuations of ergodic sums on periodic orbits under specification
Rate of convergence in the weak invariance principle for deterministic systems
Improved estimators for constrained Markov chain models
Coupling for $\tau$-dependent sequences and applications
A central limit theorem for functions of stationary max-stable random fields on $\mathbb{R}^d$
Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems
A combinatorial approach to a model of constrained random walkers
Rates of convergence in the central limit theorem for martingales in the non stationary setting
Homogenization theory of random walks among deterministic conductances
A uniform CLT for uniformly bounded families of martingale differences
Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
Rates for maps and flows in a deterministic multidimensional weak invariance principle
Limited information likelihood and Bayesian analysis
Central limit theorem for linear processes with infinite variance
Limit theorems for non-hyperbolic automorphisms of the torus
On almost-sure versions of classical limit theorems for dynamical systems
On non-ergodic versions of limit theorems
An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
Strong invariance principles for dependent random variables
Limit theorems for products of positive random matrices

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