Add to ORKGThe classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables are considered. The results obtained are shown to be optimal
The extension of Donsker-Prokhorov invariance principle for two-dimensional parameter summation proc...
In this paper we study the almost sure conditional central limit theorem in its functional form for ...
Invariance principle in l"2(0,1) is studied using signed random measures. This approach to the ...
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal l...
In this paper, we study the weak invariance principle for stationary ortho-martingales with values i...
International audienceWe investigate the invariance principle in Hölder spaces for strictly stationa...
We prove the almost sure invariance principle for martingales with stationary ergodic differences ta...
AbstractThis article deals with quantitative results by involving the standard modulus of continuity...
In this paper, we obtain sufficient conditions in terms of projective criteria under which the parti...
In this paper, we obtain almost sure invariance principles with rate of order n1/plogβn, 2<p≤4, for ...
In this article, we obtain some sufficient conditions for weak convergence of a sequence of processe...
We prove the compact law of the iterated logarithm for stationary and ergodic differences of (revers...
AbstractWe extend the invariance principle to triangular arrays of Banach space valued random variab...
We prove that, for (adapted) stationary processes, the so-called Maxwell-Woodroofe condition is suff...
Let Xt be a linear process defined by [refer paper], where [refer paper] is greater than or equal to...
The extension of Donsker-Prokhorov invariance principle for two-dimensional parameter summation proc...
In this paper we study the almost sure conditional central limit theorem in its functional form for ...
Invariance principle in l"2(0,1) is studied using signed random measures. This approach to the ...
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal l...
In this paper, we study the weak invariance principle for stationary ortho-martingales with values i...
International audienceWe investigate the invariance principle in Hölder spaces for strictly stationa...
We prove the almost sure invariance principle for martingales with stationary ergodic differences ta...
AbstractThis article deals with quantitative results by involving the standard modulus of continuity...
In this paper, we obtain sufficient conditions in terms of projective criteria under which the parti...
In this paper, we obtain almost sure invariance principles with rate of order n1/plogβn, 2<p≤4, for ...
In this article, we obtain some sufficient conditions for weak convergence of a sequence of processe...
We prove the compact law of the iterated logarithm for stationary and ergodic differences of (revers...
AbstractWe extend the invariance principle to triangular arrays of Banach space valued random variab...
We prove that, for (adapted) stationary processes, the so-called Maxwell-Woodroofe condition is suff...
Let Xt be a linear process defined by [refer paper], where [refer paper] is greater than or equal to...
The extension of Donsker-Prokhorov invariance principle for two-dimensional parameter summation proc...
In this paper we study the almost sure conditional central limit theorem in its functional form for ...
Invariance principle in l"2(0,1) is studied using signed random measures. This approach to the ...