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A Darling-Erdős type result for stationary ellipsoids (Q2444629)

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Language	Label	Description	Also known as
English	A Darling-Erdős type result for stationary ellipsoids	scientific article

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scholarly article

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A Darling-Erdős type result for stationary ellipsoids (English)

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Stochastic Processes and their Applications

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publication date

10 April 2014

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zbMATH Keywords

asymptotic extreme value distribution

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weakly dependent processes

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spa.2013.01.018

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Consistent autoregressive spectral estimates

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Asymptotic results for the empirical process of stationary sequences

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Approximation theorems for independent and weakly dependent random vectors

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Revisiting two strong approximation results of Dudley and Philipp

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Time series: theory and methods.

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A two-sample test for high-dimensional data with applications to gene-set testing

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A limit theorem for the maximum of normalized sums of independent random variables

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A new covariance inequality and applications.

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Extensions of results of Komlós, Major, and Tusnády to the multivariate case

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Darling-Erdős theorems for martingales

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Nonlinear Time Series

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On moderate deviations for martingales

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Covariance matrix estimation for stationary time series

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Orthogonal series density estimation in a disaggregation scheme

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Order selection for same-realization predictions in autoregressive processes

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The asymptotic distributions of the largest entries of sample correlation matrices.

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Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles

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On the maximum of covariance estimators

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Simultaneous confidence bands for Yule-Walker estimators and order selection

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Limit Theorems for Aggregated Linear Processes

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A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES

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Some strong limit theorems for the largest entries of sample correlation matrices

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The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

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Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results

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A new maximal inequality and invariance principle for stationary sequences

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Central limit theorem for stationary linear processes

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Normal Approximation

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Asymptotic spectral theory for nonlinear time series

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A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS

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Selection of the order of an autoregressive model by Akaike's information criterion

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Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

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Analysis of Financial Time Series

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Martingale approximations for sums of stationary processes.

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Nonlinear system theory: Another look at dependence

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Strong invariance principles for dependent random variables

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An asymptotic theory for sample covariances of Bernoulli shifts

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Recursive estimation of time-average variance constants

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Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. I

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Convergence analysis of generalized iterative methods for some variational inequalities involving pseudomonotone operators in Banach spaces

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Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables

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Identifiers

zbMATH Open document ID

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10.1016/j.spa.2013.01.018

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2444629

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