AbstractIn this paper, we give rates of convergence for minimal distances between linear statistics of martingale differences and the limiting Gaussian distribution. In particular the results apply to the partial sums of (possibly long range dependent) linear processes, and to the least squares estimator in some parametric regression models
This thesis considers three essentially distinct problems in limit theory for stochastic processes,...
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some ...
AbstractLet M be a continuous martingale,h:R+→R+ continuous and increasing such that M(t)/h(F<M>t → ...
International audienceIn this paper, we give rates of convergence for minimal distances between line...
International audienceIn this paper, we give estimates of ideal or minimal distances between the dis...
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, bet...
AbstractIn this paper, we consider sequences of vector martingale differences of increasing dimensio...
20 pages.In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distri...
This works aims at deriving asymptotic results for some distances between the distribution function ...
We establish asymptotic normality of weighted sums of linear processes with general triangular array...
AbstractConsider a stationary sequence G(Z0), G(Z1), …, where G(·) is a Borel function and Z0, Z1, …...
AbstractBased on the martingale version of the Skorokhod embedding Heyde and Brown (1970) establishe...
Multivariate versions of the law of large numbers and the central limit theorem for martingales are ...
AbstractNonuniform convergence rates in the central limit theorem for martingale difference arrays a...
AbstractLet (Xi) be a martingale difference sequence and Sn=∑i=1nXi. We prove that if supiE(e|Xi|)<∞...
This thesis considers three essentially distinct problems in limit theory for stochastic processes,...
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some ...
AbstractLet M be a continuous martingale,h:R+→R+ continuous and increasing such that M(t)/h(F<M>t → ...
International audienceIn this paper, we give rates of convergence for minimal distances between line...
International audienceIn this paper, we give estimates of ideal or minimal distances between the dis...
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, bet...
AbstractIn this paper, we consider sequences of vector martingale differences of increasing dimensio...
20 pages.In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distri...
This works aims at deriving asymptotic results for some distances between the distribution function ...
We establish asymptotic normality of weighted sums of linear processes with general triangular array...
AbstractConsider a stationary sequence G(Z0), G(Z1), …, where G(·) is a Borel function and Z0, Z1, …...
AbstractBased on the martingale version of the Skorokhod embedding Heyde and Brown (1970) establishe...
Multivariate versions of the law of large numbers and the central limit theorem for martingales are ...
AbstractNonuniform convergence rates in the central limit theorem for martingale difference arrays a...
AbstractLet (Xi) be a martingale difference sequence and Sn=∑i=1nXi. We prove that if supiE(e|Xi|)<∞...
This thesis considers three essentially distinct problems in limit theory for stochastic processes,...
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some ...
AbstractLet M be a continuous martingale,h:R+→R+ continuous and increasing such that M(t)/h(F<M>t → ...
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