The Invariance Principle for Stationary Processes

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Asymptotic normality of frequency polygons for random fields
Analogs of the arcsine distribution for sequences linearly generated by independent random variables
Invariance principle for estimates of regression coefficients of a random field
Multilinear forms and measures of dependence between random variables
Invariance principles under a two-part mixing assumption
Weighted sums of i.i.d. random variables attracted to integrals of stable processes
Moment inequalities and the central limit theorem for integrals of random fields with mixing
Exponential inequalities for dependent random variables
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
Convergence rates in the central limit theorem for means of autoregressive and moving average sequences
Detection of multiple changes in a sequence of dependent variables
Complete convergence for \(\alpha{}\)-mixing sequences
On deviations between empirical and quantile processes for mixing random variables
Likelihood inference for a fractionally cointegrated vector autoregressive model
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
Alternative forms of fractional Brownian motion
Estimation and test of linearity for a class of additive nonlinear models
Self-normalized central limit theorem for sums of weakly dependent random variables
Operator-self-similar stable processes
A note on the almost sure central limit theorem for weakly dependent random variables
Robust m-interval detection procedures for strong mixing noise
A simple test of changes in mean in the possible presence of long-range dependence
Sample autocorrelations of nonstationary fractionally integrated series
Subsampling for heteroskedastic time series
Frequency polygons for weakly dependent processes
Nonparametric regression with long-memory errors
Limit theorems for functionals of moving averages
Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
Weak convergence of multivariate fractional processes
Adjusted blockwise empirical likelihood for long memory time series models
Convolved subsampling estimation with applications to block bootstrap
Portmanteau-type tests for unit-root and cointegration
Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
Regression-type inference in nonparametric autoregression
On the asymptotic expansion of the empirical process of long-memory moving averages
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
Rescaled variance and related tests for long memory in volatility and levels
A model for long memory conditional heteroscedasticity.
Convergence of weighted sums of random variables with long-range dependence.
Perturbed empirical distribution functions and quantiles under dependence
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
Goodness-of-fit tests for long memory moving average marginal density
Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
Regression estimation under strong mixing data
Convergence of long-memory discrete \(k\)th order Volterra processes
Random discretization of stationary continuous time processes
Convergence rates of wavelet density estimators for strongly mixing samples
Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
\(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
Missing responses at random in functional single index model for time series data
On the model of random walk with multiple memory structure
Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process
Limit theorems in the context of multivariate long-range dependence
Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
Nonparametric pointwise estimation for a regression model with multiplicative noise
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
Least-square regularized regression with non-iid sampling
On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
Anisotropic scaling limits of long-range dependent random fields
Wavelet regression estimations with strong mixing data
The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
Asymptotics of partial sums of linear processes with changing memory parameter
Long memory, fractional integration, and cross-sectional aggregation
Remarks on limit theorems for reversible Markov processes and their applications
Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
Long-range dependent time series specification
Block sampling under strong dependence
Distribution theory for the Studentized mean for long, short, and negative memory time series
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
Asymptotic independence of distant partial sums of linear processes
The increment ratio statistic
Asymptotic inference in some heteroscedastic regression models with long memory design and errors
Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
On linear processes with dependent innovations
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process
The distance between rival nonstationary fractional processes
Renewal regime switching and stable limit laws
A consistent estimator for skewness of partial sums of dependent data
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Asymptotic normality of convergent estimates of conditional quantiles
Modified kernel regression estimation with functional time series data
Random walks and subfractional Brownian motion
Asymptotic properties for linear processes of functionals of reversible or normal Markov chains
Coefficient regularized regression with non-iid sampling
A unified approach to self-normalized block sampling
Asymptotic properties of self-normalized linear processes with long memory
A necessary moment condition for the fractional functional central limit theorem
Conditional variance estimation in regression models with long memory
Projective Stochastic Equations and Nonlinear Long Memory
Functional convergence of linear processes with heavy-tailed innovations
Finitary codes and the law of the iterated logarithm
Central limit theorems for nearly long range dependent subordinated linear processes
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion

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