Dolgopyat, Dmitry; Hafouta, Yeor A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains. (English) Zbl 1514.60080 Probab. Theory Relat. Fields 186, No. 1-2, 439-476 (2023). MSC: 60J10 60F05 PDFBibTeX XMLCite \textit{D. Dolgopyat} and \textit{Y. Hafouta}, Probab. Theory Relat. Fields 186, No. 1--2, 439--476 (2023; Zbl 1514.60080) Full Text: DOI arXiv
Mikosch, Thomas; Wintenberger, Olivier A large deviations approach to limit theory for heavy-tailed time series. (English) Zbl 1350.60024 Probab. Theory Relat. Fields 166, No. 1-2, 233-269 (2016). Reviewer: Seenith Sivasundaram (Daytona Beach) MSC: 60F10 60F05 60G50 60G70 60G55 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 166, No. 1--2, 233--269 (2016; Zbl 1350.60024) Full Text: DOI arXiv
Fournier, Nicolas; Guillin, Arnaud On the rate of convergence in Wasserstein distance of the empirical measure. (English) Zbl 1325.60042 Probab. Theory Relat. Fields 162, No. 3-4, 707-738 (2015). MSC: 60F25 60F10 60E15 60J10 60K35 PDFBibTeX XMLCite \textit{N. Fournier} and \textit{A. Guillin}, Probab. Theory Relat. Fields 162, No. 3--4, 707--738 (2015; Zbl 1325.60042) Full Text: DOI arXiv
Mikosch, Thomas; Wintenberger, Olivier The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains. (English) Zbl 1304.60034 Probab. Theory Relat. Fields 159, No. 1-2, 157-196 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F10 60J05 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 159, No. 1--2, 157--196 (2014; Zbl 1304.60034) Full Text: DOI arXiv
Mikosch, Thomas; Wintenberger, Olivier Precise large deviations for dependent regularly varying sequences. (English) Zbl 1276.60029 Probab. Theory Relat. Fields 156, No. 3-4, 851-887 (2013). MSC: 60F10 60J05 60G70 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 156, No. 3--4, 851--887 (2013; Zbl 1276.60029) Full Text: DOI arXiv
Eichler, Michael Graphical modelling of multivariate time series. (English) Zbl 1316.60049 Probab. Theory Relat. Fields 153, No. 1-2, 233-268 (2012). MSC: 60G10 62A09 62M10 PDFBibTeX XMLCite \textit{M. Eichler}, Probab. Theory Relat. Fields 153, No. 1--2, 233--268 (2012; Zbl 1316.60049) Full Text: DOI arXiv
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
Lavancier, Frédéric; Philippe, Anne Some convergence results on quadratic forms for random fields and application to empirical covariances. (English) Zbl 1234.60029 Probab. Theory Relat. Fields 149, No. 3-4, 493-514 (2011). Reviewer: Dongsheng Tu (Kingston) MSC: 60F05 60G60 60H40 60G10 PDFBibTeX XMLCite \textit{F. Lavancier} and \textit{A. Philippe}, Probab. Theory Relat. Fields 149, No. 3--4, 493--514 (2011; Zbl 1234.60029) Full Text: DOI arXiv
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier Stable limits for sums of dependent infinite variance random variables. (English) Zbl 1231.60017 Probab. Theory Relat. Fields 150, No. 3-4, 337-372 (2011). Reviewer: Pavel Gapeev (London) MSC: 60F05 60G52 60G70 PDFBibTeX XMLCite \textit{K. Bartkiewicz} et al., Probab. Theory Relat. Fields 150, No. 3--4, 337--372 (2011; Zbl 1231.60017) Full Text: DOI arXiv
Dedecker, J. An empirical central limit theorem for intermittent maps. (English) Zbl 1203.60039 Probab. Theory Relat. Fields 148, No. 1-2, 177-195 (2010); erratum ibid. 155, No. 1-2, 487-491 (2013). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60G10 37E05 PDFBibTeX XMLCite \textit{J. Dedecker}, Probab. Theory Relat. Fields 148, No. 1--2, 177--195 (2010; Zbl 1203.60039) Full Text: DOI
Kifer, Yuri Nonconventional limit theorems. (English) Zbl 1205.60047 Probab. Theory Relat. Fields 148, No. 1-2, 71-106 (2010). Reviewer: Winfried Stute (Gießen) MSC: 60F05 37D20 PDFBibTeX XMLCite \textit{Y. Kifer}, Probab. Theory Relat. Fields 148, No. 1--2, 71--106 (2010; Zbl 1205.60047) Full Text: DOI
Kuwada, Kazumasa Laplace approximation for stochastic line integrals. (English) Zbl 1181.60038 Probab. Theory Relat. Fields 144, No. 1-2, 1-51 (2009). Reviewer: Nicolas Privault (Hong Kong) MSC: 60F10 58J65 60B12 60B10 PDFBibTeX XMLCite \textit{K. Kuwada}, Probab. Theory Relat. Fields 144, No. 1--2, 1--51 (2009; Zbl 1181.60038) Full Text: DOI
Dedecker, Jérôme; Prieur, Clémentine New dependence coefficients. Examples and applications to statistics. (English) Zbl 1061.62058 Probab. Theory Relat. Fields 132, No. 2, 203-236 (2005). MSC: 62G07 60A10 62G20 60J10 60E15 37N99 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{C. Prieur}, Probab. Theory Relat. Fields 132, No. 2, 203--236 (2005; Zbl 1061.62058) Full Text: DOI
Yoshida, Nakahiro Partial mixing and Edgeworth expansion. (English) Zbl 1057.62017 Probab. Theory Relat. Fields 129, No. 4, 559-624 (2004). Reviewer: Nicolas Privault (La Rochelle) MSC: 62E20 60H07 60H30 60F05 60J25 60J75 PDFBibTeX XMLCite \textit{N. Yoshida}, Probab. Theory Relat. Fields 129, No. 4, 559--624 (2004; Zbl 1057.62017) Full Text: DOI
Rinott, Yosef; Rotar, Vladimir On Edgeworth expansions for dependency-neighborhoods chain structures and Stein’s method. (English) Zbl 1043.62008 Probab. Theory Relat. Fields 126, No. 4, 528-570 (2003). MSC: 62E20 60E05 05C90 PDFBibTeX XMLCite \textit{Y. Rinott} and \textit{V. Rotar}, Probab. Theory Relat. Fields 126, No. 4, 528--570 (2003; Zbl 1043.62008) Full Text: DOI
Rio, Emmanuel About the Berry-Esseen theorem for weakly dependent sequences. (Sur le théorème de Berry-Esseen pour les suites faiblement dépendantes.) (French) Zbl 0838.60017 Probab. Theory Relat. Fields 104, No. 2, 255-282 (1996). Reviewer: E.Rio (Orsay) MSC: 60F05 PDFBibTeX XMLCite \textit{E. Rio}, Probab. Theory Relat. Fields 104, No. 2, 255--282 (1996; Zbl 0838.60017) Full Text: DOI
Massart, P. About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure. (English) Zbl 0638.60029 Probab. Theory Relat. Fields 79, No. 3, 431-450 (1988). Reviewer: P.Massart MSC: 60F05 60F15 11K06 PDFBibTeX XMLCite \textit{P. Massart}, Probab. Theory Relat. Fields 79, No. 3, 431--450 (1988; Zbl 0638.60029) Full Text: DOI
Doukhan, P.; Leon, J. R.; Portal, F. Principes d’invariance faible pour la mesure empirique d’une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables). (French) Zbl 0596.60037 Probab. Theory Relat. Fields 76, 51-70 (1987). MSC: 60F17 60G15 62G05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Probab. Theory Relat. Fields 76, 51--70 (1987; Zbl 0596.60037) Full Text: DOI