Jirak, Moritz Edgeworth expansions for volatility models. (English) Zbl 07790271 Electron. J. Probab. 28, Paper No. 171, 18 p. (2023). MSC: 60F05 60F25 60G10 PDFBibTeX XMLCite \textit{M. Jirak}, Electron. J. Probab. 28, Paper No. 171, 18 p. (2023; Zbl 07790271) Full Text: DOI arXiv
Jirak, Moritz On weak invariance principles for partial sums. (English) Zbl 1395.60038 J. Theor. Probab. 30, No. 3, 703-728 (2017). MSC: 60F17 60F25 62G10 60G15 60B10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Theor. Probab. 30, No. 3, 703--728 (2017; Zbl 1395.60038) Full Text: DOI
Jirak, Moritz A Darling-Erdős type result for stationary ellipsoids. (English) Zbl 1290.60022 Stochastic Processes Appl. 123, No. 6, 1922-1946 (2013). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{M. Jirak}, Stochastic Processes Appl. 123, No. 6, 1922--1946 (2013; Zbl 1290.60022) Full Text: DOI
Jirak, M. Limit theorems for aggregated linear processes. (English) Zbl 1277.60060 Adv. Appl. Probab. 45, No. 2, 520-544 (2013). Reviewer: Martin Wendler (Bochum) MSC: 60F17 60G99 PDFBibTeX XMLCite \textit{M. Jirak}, Adv. Appl. Probab. 45, No. 2, 520--544 (2013; Zbl 1277.60060) Full Text: DOI Euclid
Jirak, Moritz Change-point analysis in increasing dimension. (English) Zbl 1253.60028 J. Multivariate Anal. 111, 136-159 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60F05 60F15 62M10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Multivariate Anal. 111, 136--159 (2012; Zbl 1253.60028) Full Text: DOI
Jirak, Moritz Asymptotic behavior of weakly dependent aggregated processes. (English) Zbl 1274.60110 Period. Math. Hung. 62, No. 1, 39-60 (2011). MSC: 60F17 62G05 60-02 PDFBibTeX XMLCite \textit{M. Jirak}, Period. Math. Hung. 62, No. 1, 39--60 (2011; Zbl 1274.60110) Full Text: DOI