Merlevède, Florence; Peligrad, Magda Functional central limit theorem via nonstationary projective conditions. (English) Zbl 07814328 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 229-254 (2023). MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Prog. Probab. 80, 229--254 (2023; Zbl 07814328) Full Text: DOI
Cuny, C.; Dedecker, J.; Merlevède, F.; Peligrad, M. Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions. (English) Zbl 1519.60031 Ann. Probab. 51, No. 2, 495-523 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60B15 60G50 PDFBibTeX XMLCite \textit{C. Cuny} et al., Ann. Probab. 51, No. 2, 495--523 (2023; Zbl 1519.60031) Full Text: DOI arXiv
Peligrad, Magda On the CLT for stationary Markov chains with trivial tail sigma field. (English) Zbl 1508.60033 Electron. Commun. Probab. 28, Paper No. 4, 7 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J10 60G10 PDFBibTeX XMLCite \textit{M. Peligrad}, Electron. Commun. Probab. 28, Paper No. 4, 7 p. (2023; Zbl 1508.60033) Full Text: DOI arXiv
Peligrad, Magda A new CLT for additive functionals of Markov chains. (English) Zbl 1450.60018 Stochastic Processes Appl. 130, No. 9, 5695-5708 (2020). MSC: 60F05 60J05 60G10 PDFBibTeX XMLCite \textit{M. Peligrad}, Stochastic Processes Appl. 130, No. 9, 5695--5708 (2020; Zbl 1450.60018) Full Text: DOI arXiv
Merlevède, Florence; Peligrad, Magda Functional CLT for nonstationary strongly mixing processes. (English) Zbl 1471.60044 Stat. Probab. Lett. 156, Article ID 108581, 10 p. (2020). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Stat. Probab. Lett. 156, Article ID 108581, 10 p. (2020; Zbl 1471.60044) Full Text: DOI
Barrera, David; Peligrad, Costel; Peligrad, Magda On the functional CLT for stationary Markov chains started at a point. (English) Zbl 1336.60067 Stochastic Processes Appl. 126, No. 7, 1885-1900 (2016). MSC: 60F17 60F05 60J05 60G10 60G42 PDFBibTeX XMLCite \textit{D. Barrera} et al., Stochastic Processes Appl. 126, No. 7, 1885--1900 (2016; Zbl 1336.60067) Full Text: DOI arXiv
Peligrad, Magda; Sang, Hailin The self-normalized asymptotic results for linear processes. (English) Zbl 1368.60025 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 43-51 (2015). MSC: 60F05 60F17 62M10 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{H. Sang}, Fields Inst. Commun. 76, 43--51 (2015; Zbl 1368.60025) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda A quenched weak invariance principle. (English. French summary) Zbl 1304.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 872-898 (2014). Reviewer: Edward Omey (Brussels) MSC: 60F05 60F17 60J05 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 872--898 (2014; Zbl 1304.60031) Full Text: DOI arXiv Euclid
Peligrad, Magda Asymptotic properties for linear processes of functionals of reversible or normal Markov chains. (English) Zbl 1271.60039 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 195-210 (2013). MSC: 60F05 60G10 60F17 60G05 PDFBibTeX XMLCite \textit{M. Peligrad}, Prog. Probab. 66, 195--210 (2013; Zbl 1271.60039) Full Text: DOI arXiv
Merlevède, Florence; Peligrad, Magda Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples. (English) Zbl 1274.60056 Ann. Probab. 41, No. 2, 914-960 (2013). Reviewer: Allan Gut (Uppsala) MSC: 60E15 60G10 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Ann. Probab. 41, No. 2, 914--960 (2013; Zbl 1274.60056) Full Text: DOI arXiv Euclid
Longla, Martial; Peligrad, Costel; Peligrad, Magda On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance. (English) Zbl 1269.60041 J. Appl. Probab. 49, No. 4, 1091-1105 (2012). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60J05 60G10 PDFBibTeX XMLCite \textit{M. Longla} et al., J. Appl. Probab. 49, No. 4, 1091--1105 (2012; Zbl 1269.60041) Full Text: DOI arXiv Euclid
Merlevède, Florence; Peligrad, Magda; Rio, Emmanuel A Bernstein type inequality and moderate deviations for weakly dependent sequences. (English) Zbl 1242.60020 Probab. Theory Relat. Fields 151, No. 3-4, 435-474 (2011). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60E15 60F10 PDFBibTeX XMLCite \textit{F. Merlevède} et al., Probab. Theory Relat. Fields 151, No. 3--4, 435--474 (2011; Zbl 1242.60020) Full Text: DOI arXiv
Gordin, Mikhail; Peligrad, Magda On the functional central limit theorem via martingale approximation. (English) Zbl 1284.60070 Bernoulli 17, No. 1, 424-440 (2011). MSC: 60F17 60F05 60G42 60J10 PDFBibTeX XMLCite \textit{M. Gordin} and \textit{M. Peligrad}, Bernoulli 17, No. 1, 424--440 (2011; Zbl 1284.60070) Full Text: DOI arXiv
Peligrad, Magda; Utev, Sergey; Wu, Wei Biao A maximal \(\mathbb{L}_{p}\)-inequality for stationary sequences and its applications. (English) Zbl 1107.60011 Proc. Am. Math. Soc. 135, No. 2, 541-550 (2007). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{M. Peligrad} et al., Proc. Am. Math. Soc. 135, No. 2, 541--550 (2007; Zbl 1107.60011) Full Text: DOI
Merlevède, Florence; Peligrad, Magda On the weak invariance principle for stationary sequences under projective criteria. (English) Zbl 1117.60022 J. Theor. Probab. 19, No. 3, 647-689 (2006). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, J. Theor. Probab. 19, No. 3, 647--689 (2006; Zbl 1117.60022) Full Text: DOI
Peligrad, Magda; Utev, Sergey Central limit theorem for stationary linear processes. (English) Zbl 1101.60014 Ann. Probab. 34, No. 4, 1608-1622 (2006). MSC: 60F05 60G10 60G42 60G48 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{S. Utev}, Ann. Probab. 34, No. 4, 1608--1622 (2006; Zbl 1101.60014) Full Text: DOI arXiv
Peligrad, Magda Some remarks on coupling of dependent random variables. (English) Zbl 1020.60022 Stat. Probab. Lett. 60, No. 2, 201-209 (2002). Reviewer: Ulrich Horst (Berlin) MSC: 60G07 60F05 PDFBibTeX XMLCite \textit{M. Peligrad}, Stat. Probab. Lett. 60, No. 2, 201--209 (2002; Zbl 1020.60022) Full Text: DOI
Merlevède, Florence; Peligrad, Magda The functional central limit theorem under the strong mixing condition. (English) Zbl 1023.60040 Ann. Probab. 28, No. 3, 1336-1352 (2000). MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Ann. Probab. 28, No. 3, 1336--1352 (2000; Zbl 1023.60040) Full Text: DOI
Peligrad, Magda On the blockwise bootstrap for empirical processes for stationary sequences. (English) Zbl 0932.62055 Ann. Probab. 26, No. 2, 877-901 (1998). MSC: 62G09 62G20 62G05 62G30 60F05 60G10 PDFBibTeX XMLCite \textit{M. Peligrad}, Ann. Probab. 26, No. 2, 877--901 (1998; Zbl 0932.62055) Full Text: DOI
Peligrad, Magda Maximum of partial sums and an invariance principle for a class of weak dependent random variables. (English) Zbl 0899.60044 Proc. Am. Math. Soc. 126, No. 4, 1181-1189 (1998). MSC: 60G70 60G10 60F15 60E15 PDFBibTeX XMLCite \textit{M. Peligrad}, Proc. Am. Math. Soc. 126, No. 4, 1181--1189 (1998; Zbl 0899.60044) Full Text: DOI
Peligrad, Magda; Utev, Sergey Central limit theorem for linear processes. (English) Zbl 0876.60013 Ann. Probab. 25, No. 1, 443-456 (1997). Reviewer: A.K.Basu (Calcutta) MSC: 60F05 60G09 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{S. Utev}, Ann. Probab. 25, No. 1, 443--456 (1997; Zbl 0876.60013) Full Text: DOI
Peligrad, Magda On the asymptotic normality of sequences of weak dependent random variables. (English) Zbl 0855.60021 J. Theor. Probab. 9, No. 3, 703-715 (1996). MSC: 60F05 PDFBibTeX XMLCite \textit{M. Peligrad}, J. Theor. Probab. 9, No. 3, 703--715 (1996; Zbl 0855.60021) Full Text: DOI