Berkes, István; Hörmann, Siegfried; Schauer, Johannes Split invariance principles for stationary processes. (English) Zbl 1236.60037 Ann. Probab. 39, No. 6, 2441-2473 (2011). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F17 60G10 60G17 PDFBibTeX XMLCite \textit{I. Berkes} et al., Ann. Probab. 39, No. 6, 2441--2473 (2011; Zbl 1236.60037) Full Text: DOI arXiv
Hörmann, Siegfried; Kokoszka, Piotr Weakly dependent functional data. (English) Zbl 1189.62141 Ann. Stat. 38, No. 3, 1845-1884 (2010). MSC: 62M10 62G08 62H25 60G10 62G05 PDFBibTeX XMLCite \textit{S. Hörmann} and \textit{P. Kokoszka}, Ann. Stat. 38, No. 3, 1845--1884 (2010; Zbl 1189.62141) Full Text: DOI arXiv
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew Break detection in the covariance structure of multivariate time series models. (English) Zbl 1191.62143 Ann. Stat. 37, No. 6B, 4046-4087 (2009). MSC: 62M10 60F17 62P05 62G10 91G70 65C60 62G20 PDFBibTeX XMLCite \textit{A. Aue} et al., Ann. Stat. 37, No. 6B, 4046--4087 (2009; Zbl 1191.62143) Full Text: DOI arXiv
Berkes, István; Hörmann, Siegfried; Schauer, Johannes Asymptotic results for the empirical process of stationary sequences. (English) Zbl 1161.60312 Stochastic Processes Appl. 119, No. 4, 1298-1324 (2009). MSC: 60F17 60F15 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stochastic Processes Appl. 119, No. 4, 1298--1324 (2009; Zbl 1161.60312) Full Text: DOI
Hörmann, Siegfried Augmented GARCH sequences: Dependence structure and asymptotics. (English) Zbl 1155.62066 Bernoulli 14, No. 2, 543-561 (2008). MSC: 62M10 60F17 62E20 PDFBibTeX XMLCite \textit{S. Hörmann}, Bernoulli 14, No. 2, 543--561 (2008; Zbl 1155.62066) Full Text: DOI arXiv
Berkes, István; Hörmann, Siegfried; Horváth, Lajos The functional central limit theorem for a family of GARCH observations with applications. (English) Zbl 1151.60323 Stat. Probab. Lett. 78, No. 16, 2725-2730 (2008). MSC: 60F17 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stat. Probab. Lett. 78, No. 16, 2725--2730 (2008; Zbl 1151.60323) Full Text: DOI HAL