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). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Prog. Probab. 80, 229--254 (2023; Zbl 07814328) Full Text: DOI
Dehling, Herold; Giraudo, Davide; Schmidt, Sara K. U-statistics of local sample moments under weak dependence. (English) Zbl 07799699 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1511-1535 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{H. Dehling} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1511--1535 (2023; Zbl 07799699) Full Text: arXiv Link
Yi, Shen Yizao Wang Na Zhang An aggregated model for Karlin stable processes. (English) Zbl 07799686 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1187-1210 (2023). MSC: 60F05 60G52 60G70 PDFBibTeX XMLCite \textit{S. Y. W. N. Z. Yi}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1187--1210 (2023; Zbl 07799686) Full Text: Link
Giraudo, Davide An exponential inequality for orthomartingale difference random fields and some applications. (Une Inégalité exponentielle pour des champs de type accroissements d’orthomartingales et quelques applications.) (English. French summary) Zbl 07747036 Ann. Henri Lebesgue 6, 575-594 (2023). Reviewer: Moritz Jirak (Vienna) MSC: 60F17 60G48 60G60 PDFBibTeX XMLCite \textit{D. Giraudo}, Ann. Henri Lebesgue 6, 575--594 (2023; Zbl 07747036) Full Text: DOI arXiv
Hafouta, Yeor Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays. (English) Zbl 07697544 Stochastic Processes Appl. 161, 242-290 (2023). MSC: 60F17 PDFBibTeX XMLCite \textit{Y. Hafouta}, Stochastic Processes Appl. 161, 242--290 (2023; Zbl 07697544) Full Text: DOI arXiv
Damek, Ewa; Mikosch, Thomas; Zhao, Yuwei; Zienkiewicz, Jacek Whittle estimation based on the extremal spectral density of a heavy-tailed random field. (English) Zbl 1504.60083 Stochastic Processes Appl. 155, 232-267 (2023). MSC: 60G70 62M40 60G10 60F05 62G32 60G60 PDFBibTeX XMLCite \textit{E. Damek} et al., Stochastic Processes Appl. 155, 232--267 (2023; Zbl 1504.60083) Full Text: DOI arXiv
Conze, Jean-Pierre; Le Borgne, Stéphane On the CLT for rotations and BV functions. (English) Zbl 1518.60027 Ann. Math. Blaise Pascal 29, No. 1, 51-97 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 37E10 37A25 37A10 37A05 37A20 11K50 11K60 PDFBibTeX XMLCite \textit{J.-P. Conze} and \textit{S. Le Borgne}, Ann. Math. Blaise Pascal 29, No. 1, 51--97 (2022; Zbl 1518.60027) Full Text: DOI
Han, Xiyue; Schied, Alexander; Zhang, Zhenyuan A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class. (English) Zbl 1502.60036 J. Theor. Probab. 35, No. 4, 2853-2878 (2022). MSC: 60F25 28A80 26A12 60H05 PDFBibTeX XMLCite \textit{X. Han} et al., J. Theor. Probab. 35, No. 4, 2853--2878 (2022; Zbl 1502.60036) Full Text: DOI arXiv
Lin, Han-Mai; Merlevède, Florence; Volný, Dalibor On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition. (English) Zbl 1500.60012 Electron. Commun. Probab. 27, 1-12 (2022). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{H.-M. Lin} et al., Electron. Commun. Probab. 27, 1--12 (2022; Zbl 1500.60012) Full Text: DOI arXiv
Lin, Han-Mai; Merlevède, Florence On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields. (English) Zbl 1498.60133 Stochastic Processes Appl. 153, 198-220 (2022). MSC: 60F17 60G60 60F25 PDFBibTeX XMLCite \textit{H.-M. Lin} and \textit{F. Merlevède}, Stochastic Processes Appl. 153, 198--220 (2022; Zbl 1498.60133) Full Text: DOI
Lin, Han-Mai On the weak invariance principle for non-adapted stationary random fields under projective criteria. (English) Zbl 1504.60056 Stoch. Dyn. 22, No. 5, Article ID 2250013, 33 p. (2022). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60F17 60G60 PDFBibTeX XMLCite \textit{H.-M. Lin}, Stoch. Dyn. 22, No. 5, Article ID 2250013, 33 p. (2022; Zbl 1504.60056) Full Text: DOI
Dolgopyat, Dmitry; Dong, Changguang; Kanigowski, Adam; Nándori, Péter Flexibility of statistical properties for smooth systems satisfying the central limit theorem. (English) Zbl 1521.37005 Invent. Math. 230, No. 1, 31-120 (2022). Reviewer: Wasiur Rahman Khuda Bukhsh (Nottingham) MSC: 37A50 37A35 37A25 60F05 PDFBibTeX XMLCite \textit{D. Dolgopyat} et al., Invent. Math. 230, No. 1, 31--120 (2022; Zbl 1521.37005) Full Text: DOI arXiv
Merlevède, Florence; Peligrad, Magda; Peligrad, Costel On the local limit theorems for lower psi-mixing Markov chains. (English) Zbl 1497.60026 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1103-1121 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J05 60E07 PDFBibTeX XMLCite \textit{F. Merlevède} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1103--1121 (2022; Zbl 1497.60026) Full Text: arXiv Link
Fan, Xiequan; Alquier, Pierre; Doukhan, Paul Deviation inequalities for stochastic approximation by averaging. (English) Zbl 1502.60055 Stochastic Processes Appl. 152, 452-485 (2022). MSC: 60G42 60J05 60F10 60E15 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 152, 452--485 (2022; Zbl 1502.60055) Full Text: DOI arXiv
Galton, Matt; Melbourne, Ian Iterated invariance principle for slowly mixing dynamical systems. (English. French summary) Zbl 1526.37010 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1284-1304 (2022). MSC: 37A50 37A25 60H10 60F17 60H05 PDFBibTeX XMLCite \textit{M. Galton} and \textit{I. Melbourne}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1284--1304 (2022; Zbl 1526.37010) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Rates of convergence in the central limit theorem for martingales in the non stationary setting. (English. French summary) Zbl 1492.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 945-966 (2022). MSC: 60F05 60G42 60G48 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 945--966 (2022; Zbl 1492.60054) Full Text: DOI arXiv
Gösmann, Josua; Stoehr, Christina; Heiny, Johannes; Dette, Holger Sequential change point detection in high dimensional time series. (English) Zbl 1493.62524 Electron. J. Stat. 16, No. 1, 3608-3671 (2022). MSC: 62M10 62G20 62H15 60G70 PDFBibTeX XMLCite \textit{J. Gösmann} et al., Electron. J. Stat. 16, No. 1, 3608--3671 (2022; Zbl 1493.62524) Full Text: DOI arXiv Link
Giraudo, Davide Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields. (English) Zbl 1492.60141 Stochastics 94, No. 2, 248-276 (2022). MSC: 60G60 60G10 PDFBibTeX XMLCite \textit{D. Giraudo}, Stochastics 94, No. 2, 248--276 (2022; Zbl 1492.60141) Full Text: DOI arXiv
Kosloff, Zemer; Volny, Dalibor Local limit theorem in deterministic systems. (English) Zbl 1500.37008 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 548-566 (2022). Reviewer: Tatiana Mamedova (Saransk) MSC: 37A50 37A05 37A30 37A35 60F05 60G10 28D05 PDFBibTeX XMLCite \textit{Z. Kosloff} and \textit{D. Volny}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 548--566 (2022; Zbl 1500.37008) Full Text: DOI arXiv
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) Full Text: DOI arXiv Link
Tempelman, Arkady Randomized multivariate central limit theorems for ergodic homogeneous random fields. (English) Zbl 1479.60052 Stochastic Processes Appl. 143, 89-105 (2022). MSC: 60F05 60G10 37A30 PDFBibTeX XMLCite \textit{A. Tempelman}, Stochastic Processes Appl. 143, 89--105 (2022; Zbl 1479.60052) Full Text: DOI
Fortune, Timothy; Peligrad, Magda; Sang, Hailin A local limit theorem for linear random fields. (English) Zbl 1477.60046 J. Time Ser. Anal. 42, No. 5-6, 696-710 (2021). MSC: 60F05 62M10 60G10 62G05 PDFBibTeX XMLCite \textit{T. Fortune} et al., J. Time Ser. Anal. 42, No. 5--6, 696--710 (2021; Zbl 1477.60046) Full Text: DOI arXiv
Giraudo, D. An exponential inequality for \(U\)-statistics of i.i.d. data. (English) Zbl 1476.62083 Theory Probab. Appl. 66, No. 3, 408-429 (2021) and Teor. Veroyatn. Primen. 66, No. 3, 508-533 (2021). MSC: 62G30 60E15 PDFBibTeX XMLCite \textit{D. Giraudo}, Theory Probab. Appl. 66, No. 3, 408--429 (2021; Zbl 1476.62083) Full Text: DOI arXiv
El Machkouri, Mohamed; Reding, Lucas On a class of recursive estimators for spatially dependent observations. (English) Zbl 1471.62315 Electron. J. Stat. 15, No. 2, 4580-4624 (2021). MSC: 62G07 62G05 60F05 62G20 62M10 PDFBibTeX XMLCite \textit{M. El Machkouri} and \textit{L. Reding}, Electron. J. Stat. 15, No. 2, 4580--4624 (2021; Zbl 1471.62315) Full Text: DOI Link
Jirak, Moritz; Wu, Wei Biao; Zhao, Ou Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes. (English) Zbl 1480.60084 Trans. Am. Math. Soc. 374, No. 6, 4129-4183 (2021). MSC: 60G10 60F05 60F25 PDFBibTeX XMLCite \textit{M. Jirak} et al., Trans. Am. Math. Soc. 374, No. 6, 4129--4183 (2021; Zbl 1480.60084) Full Text: DOI arXiv
Giraudo, Davide Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation. (English) Zbl 1457.60072 J. Math. Anal. Appl. 496, No. 1, Article ID 124792, 26 p. (2021). MSC: 60G60 60G42 60F17 PDFBibTeX XMLCite \textit{D. Giraudo}, J. Math. Anal. Appl. 496, No. 1, Article ID 124792, 26 p. (2021; Zbl 1457.60072) Full Text: DOI arXiv
Longla, Martial; Peligrad, Magda New robust confidence intervals for the mean under dependence. (English) Zbl 1455.60042 J. Stat. Plann. Inference 211, 90-106 (2021). MSC: 60F05 60F17 62G08 62G15 PDFBibTeX XMLCite \textit{M. Longla} and \textit{M. Peligrad}, J. Stat. Plann. Inference 211, 90--106 (2021; Zbl 1455.60042) Full Text: DOI arXiv
Björklund, Michael; Gorodnik, Alexander Central limit theorems for group actions which are exponentially mixing of all orders. (English) Zbl 1494.37019 J. Anal. Math. 141, No. 2, 457-482 (2020). MSC: 37D40 37C85 37A50 60F05 PDFBibTeX XMLCite \textit{M. Björklund} and \textit{A. Gorodnik}, J. Anal. Math. 141, No. 2, 457--482 (2020; Zbl 1494.37019) Full Text: DOI arXiv
Baldasso, Rangel; Teixeira, Augusto Spread of an infection on the zero range process. (English. French summary) Zbl 1472.60154 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1898-1928 (2020). MSC: 60K37 60K35 82C22 PDFBibTeX XMLCite \textit{R. Baldasso} and \textit{A. Teixeira}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1898--1928 (2020; Zbl 1472.60154) Full Text: DOI arXiv Euclid
Bayart, Frédéric; Buczolich, Zoltán; Heurteaux, Yanick Fast and slow points of Birkhoff sums. (English) Zbl 1454.37010 Ergodic Theory Dyn. Syst. 40, No. 12, 3236-3256 (2020). Reviewer: George Stoica (Saint John) MSC: 37A30 11K55 28A78 60F15 PDFBibTeX XMLCite \textit{F. Bayart} et al., Ergodic Theory Dyn. Syst. 40, No. 12, 3236--3256 (2020; Zbl 1454.37010) Full Text: DOI arXiv
Zhang, Na; Reding, Lucas; Peligrad, Magda On the quenched central limit theorem for stationary random fields under projective criteria. (English) Zbl 1469.60168 J. Theor. Probab. 33, No. 4, 2351-2379 (2020). MSC: 60G60 60F05 60G42 60G48 41A30 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Theor. Probab. 33, No. 4, 2351--2379 (2020; Zbl 1469.60168) Full Text: DOI arXiv HAL
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
Peligrad, Magda; Volný, Dalibor Quenched invariance principles for orthomartingale-like sequences. (English) Zbl 1464.60020 J. Theor. Probab. 33, No. 3, 1238-1265 (2020). MSC: 60F05 60F17 60G60 60G42 60G48 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{D. Volný}, J. Theor. Probab. 33, No. 3, 1238--1265 (2020; Zbl 1464.60020) Full Text: DOI arXiv
Peligrad, Magda On the CLT for additive functionals of Markov chains. (English) Zbl 1453.60072 Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 60F05 60G10 60G05 PDFBibTeX XMLCite \textit{M. Peligrad}, Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020; Zbl 1453.60072) Full Text: DOI arXiv Euclid
Demers, Mark; Melbourne, Ian; Nicol, Matthew Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas. (English) Zbl 1447.37013 Nonlinearity 33, No. 8, 4095-4113 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37A60 60F17 60G42 60G44 76N15 PDFBibTeX XMLCite \textit{M. Demers} et al., Nonlinearity 33, No. 8, 4095--4113 (2020; Zbl 1447.37013) Full Text: DOI arXiv
Zwingmann, Tobias; Holzmann, Hajo Weak convergence of quantile and expectile processes under general assumptions. (English) Zbl 1443.62113 Bernoulli 26, No. 1, 323-351 (2020). MSC: 62G08 62G09 60F05 60G15 62E20 62J05 62G30 PDFBibTeX XMLCite \textit{T. Zwingmann} and \textit{H. Holzmann}, Bernoulli 26, No. 1, 323--351 (2020; Zbl 1443.62113) Full Text: DOI arXiv Euclid
Giraudo, Davide Deviation inequalities for Banach space valued martingales differences sequences and random fields. (English) Zbl 1506.60008 ESAIM, Probab. Stat. 23, 922-946 (2019). MSC: 60B12 60G42 60G48 60G60 PDFBibTeX XMLCite \textit{D. Giraudo}, ESAIM, Probab. Stat. 23, 922--946 (2019; Zbl 1506.60008) Full Text: DOI arXiv
Chen, Qisheng; Zhang, Qian; Liu, Chuan The pricing and numerical analysis of lookback options for mixed fractional Brownian motion. (English) Zbl 1483.91230 Chaos Solitons Fractals 128, 123-128 (2019). MSC: 91G20 60G22 PDFBibTeX XMLCite \textit{Q. Chen} et al., Chaos Solitons Fractals 128, 123--128 (2019; Zbl 1483.91230) Full Text: DOI
Morita, Takehiko An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes. (English) Zbl 1463.28023 Commentat. Math. Univ. Carol. 60, No. 3, 415-419 (2019). MSC: 28D05 60G10 60G42 PDFBibTeX XMLCite \textit{T. Morita}, Commentat. Math. Univ. Carol. 60, No. 3, 415--419 (2019; Zbl 1463.28023) Full Text: DOI
Koch, Erwan; Dombry, Clément; Robert, Christian Y. A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\). (English) Zbl 1479.60051 Stochastic Processes Appl. 129, No. 9, 3406-3430 (2019). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{E. Koch} et al., Stochastic Processes Appl. 129, No. 9, 3406--3430 (2019; Zbl 1479.60051) Full Text: DOI arXiv
Bouzebda, Salim; Slaoui, Yousri Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method. (English) Zbl 1427.62027 Stat. Probab. Lett. 151, 17-28 (2019). MSC: 62G08 62G07 62L20 60F10 62M30 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{Y. Slaoui}, Stat. Probab. Lett. 151, 17--28 (2019; Zbl 1427.62027) Full Text: DOI
Anh, Vo; Olenko, Andriy; Vaskovych, Volodymyr On LSE in regression model for long-range dependent random fields on spheres. (English) Zbl 1423.62049 Statistics 53, No. 5, 1131-1151 (2019). MSC: 62H11 62J05 60G60 60F05 PDFBibTeX XMLCite \textit{V. Anh} et al., Statistics 53, No. 5, 1131--1151 (2019; Zbl 1423.62049) Full Text: DOI arXiv
Rønn-Nielsen, Anders; Vedel Jensen, Eva B. Central limit theorem for mean and variogram estimators in Lévy-based models. (English) Zbl 1418.60017 J. Appl. Probab. 56, No. 1, 209-222 (2019). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{A. Rønn-Nielsen} and \textit{E. B. Vedel Jensen}, J. Appl. Probab. 56, No. 1, 209--222 (2019; Zbl 1418.60017) Full Text: DOI
Caron, Emmanuel Asymptotic distribution of least square estimators for linear models with dependent errors. (English) Zbl 1419.62165 Statistics 53, No. 4, 885-902 (2019). MSC: 62J05 62M10 60F05 62H12 62F12 PDFBibTeX XMLCite \textit{E. Caron}, Statistics 53, No. 4, 885--902 (2019; Zbl 1419.62165) Full Text: DOI arXiv
Labbé, Cyril; Lacoin, Hubert Cutoff phenomenon for the asymmetric simple exclusion process and the biased card shuffling. (English) Zbl 1466.60152 Ann. Probab. 47, No. 3, 1541-1586 (2019). MSC: 60J27 37A25 82C22 PDFBibTeX XMLCite \textit{C. Labbé} and \textit{H. Lacoin}, Ann. Probab. 47, No. 3, 1541--1586 (2019; Zbl 1466.60152) Full Text: DOI arXiv Euclid
De Lima, Amanda; Smania, Daniel Central limit theorem for generalized Weierstrass functions. (English) Zbl 1409.37028 Stoch. Dyn. 19, No. 1, Article ID 1950002, 18 p. (2019). Reviewer: Peter Massopust (München) MSC: 37C30 37C40 26A15 26A27 60F05 37A05 37E10 PDFBibTeX XMLCite \textit{A. De Lima} and \textit{D. Smania}, Stoch. Dyn. 19, No. 1, Article ID 1950002, 18 p. (2019; Zbl 1409.37028) Full Text: DOI arXiv
Volný, Dalibor On limit theorems for fields of martingale differences. (English) Zbl 1478.60158 Stochastic Processes Appl. 129, No. 3, 841-859 (2019); corrigendum ibid. 132, 261-262 (2021). MSC: 60G60 60F05 60F17 60G10 60G42 PDFBibTeX XMLCite \textit{D. Volný}, Stochastic Processes Appl. 129, No. 3, 841--859 (2019; Zbl 1478.60158) Full Text: DOI arXiv
Peligrad, Magda; Zhang, Na Central limit theorem for Fourier transform and periodogram of random fields. (English) Zbl 1442.60059 Bernoulli 25, No. 1, 499-520 (2019). MSC: 60G60 60F05 60F17 42A20 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{N. Zhang}, Bernoulli 25, No. 1, 499--520 (2019; Zbl 1442.60059) Full Text: DOI arXiv Euclid
Manel, Kacem; Véronique, Maume-Deschamps Estimation of the limit variance for sums under a new weak dependence condition. (English) Zbl 1459.60063 Statistics 52, No. 2, 273-287 (2018). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{K. Manel} and \textit{M.-D. Véronique}, Statistics 52, No. 2, 273--287 (2018; Zbl 1459.60063) Full Text: DOI
Giraudo, Davide Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields. (English) Zbl 1426.60029 Mod. Stoch., Theory Appl. 6, No. 2, 251-267 (2019). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{D. Giraudo}, Mod. Stoch., Theory Appl. 6, No. 2, 251--267 (2018; Zbl 1426.60029) Full Text: DOI arXiv
Caron, E.; Dede, S. Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs. (English) Zbl 1425.62086 Math. Methods Stat. 27, No. 4, 268-293 (2018). Reviewer: Kazuho Watanabe (Toyohashi) MSC: 62J05 62M10 62M15 62E20 62F12 62K10 60F05 PDFBibTeX XMLCite \textit{E. Caron} and \textit{S. Dede}, Math. Methods Stat. 27, No. 4, 268--293 (2018; Zbl 1425.62086) Full Text: DOI arXiv
Giraudo, Davide Invariance principle via orthomartingale approximation. (English) Zbl 1417.60017 Stoch. Dyn. 18, No. 6, Article ID 1850043, 29 p. (2018). MSC: 60F05 60F17 60G10 60G48 60G60 PDFBibTeX XMLCite \textit{D. Giraudo}, Stoch. Dyn. 18, No. 6, Article ID 1850043, 29 p. (2018; Zbl 1417.60017) Full Text: DOI arXiv
Giraudo, Davide Hölderian weak invariance principle under the Maxwell and Woodroofe condition. (English) Zbl 1401.60052 Braz. J. Probab. Stat. 32, No. 1, 172-187 (2018). MSC: 60F17 60F05 60G10 PDFBibTeX XMLCite \textit{D. Giraudo}, Braz. J. Probab. Stat. 32, No. 1, 172--187 (2018; Zbl 1401.60052) Full Text: DOI arXiv Euclid
Wang, Hua-Ming Law of large numbers for random walk with unbounded jumps and birth and death process with bounded jumps in random environment. (English) Zbl 1412.60138 J. Theor. Probab. 31, No. 2, 619-642 (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60K37 60J80 60J75 60F15 PDFBibTeX XMLCite \textit{H.-M. Wang}, J. Theor. Probab. 31, No. 2, 619--642 (2018; Zbl 1412.60138) Full Text: DOI arXiv
Aaronson, Jon; Weiss, Benjamin Distributional limits of positive, ergodic stationary processes and infinite ergodic transformations. (English. French summary) Zbl 1404.37008 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 879-906 (2018). Reviewer: Marius Iosifescu (Bucureşti) MSC: 37A50 60F05 28D05 60G10 PDFBibTeX XMLCite \textit{J. Aaronson} and \textit{B. Weiss}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 879--906 (2018; Zbl 1404.37008) Full Text: DOI arXiv Euclid
Jakubowski, Adam; Truszczyński, Patryk Quenched phantom distribution functions for Markov chains. (English) Zbl 1396.60081 Stat. Probab. Lett. 137, 79-83 (2018). MSC: 60J05 60G70 60F05 PDFBibTeX XMLCite \textit{A. Jakubowski} and \textit{P. Truszczyński}, Stat. Probab. Lett. 137, 79--83 (2018; Zbl 1396.60081) Full Text: DOI arXiv
Magda, Peligrad; Zhang, Na Martingale approximations for random fields. (English) Zbl 1390.60186 Electron. Commun. Probab. 23, Paper No. 28, 9 p. (2018). MSC: 60G60 60G48 60F05 60G10 PDFBibTeX XMLCite \textit{P. Magda} and \textit{N. Zhang}, Electron. Commun. Probab. 23, Paper No. 28, 9 p. (2018; Zbl 1390.60186) Full Text: DOI arXiv Euclid
Prause, Annabel; Steland, Ansgar Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference. (English) Zbl 1473.62064 Electron. J. Stat. 12, No. 1, 890-940 (2018). MSC: 62E20 60G60 62H11 62H12 PDFBibTeX XMLCite \textit{A. Prause} and \textit{A. Steland}, Electron. J. Stat. 12, No. 1, 890--940 (2018; Zbl 1473.62064) Full Text: DOI arXiv Euclid
Peligrad, Magda; Zhang, Na On the normal approximation for random fields via martingale methods. (English) Zbl 1390.60091 Stochastic Processes Appl. 128, No. 4, 1333-1346 (2018). MSC: 60F05 60G10 60G48 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{N. Zhang}, Stochastic Processes Appl. 128, No. 4, 1333--1346 (2018; Zbl 1390.60091) Full Text: DOI arXiv
Radulović, Dragan; Wegkamp, Marten Weak convergence of stationary empirical processes. (English) Zbl 1388.60077 J. Stat. Plann. Inference 194, 75-84 (2018). MSC: 60F17 60G10 60F05 PDFBibTeX XMLCite \textit{D. Radulović} and \textit{M. Wegkamp}, J. Stat. Plann. Inference 194, 75--84 (2018; Zbl 1388.60077) Full Text: DOI arXiv
Volný, Dalibor Martingale-coboundary representation for stationary random fields. (English) Zbl 1378.60077 Stoch. Dyn. 18, No. 2, Article ID 1850011, 18 p. (2018). MSC: 60G60 60G42 60F17 PDFBibTeX XMLCite \textit{D. Volný}, Stoch. Dyn. 18, No. 2, Article ID 1850011, 18 p. (2018; Zbl 1378.60077) Full Text: DOI
Kachurovskiĭ, A. G.; Podvigin, I. V. Large deviations of the ergodic averages: from Hölder continuity to continuity almost everywhere. (Russian, English) Zbl 1399.37001 Mat. Tr. 20, No. 1, 97-120 (2017); translation in Sib. Adv. Math. 28, No. 1, 23-38 (2018). MSC: 37A30 37A60 60F10 PDFBibTeX XMLCite \textit{A. G. Kachurovskiĭ} and \textit{I. V. Podvigin}, Mat. Tr. 20, No. 1, 97--120 (2017; Zbl 1399.37001); translation in Sib. Adv. Math. 28, No. 1, 23--38 (2018) Full Text: DOI
Giraudo, Davide; Račkauskas, Alfredas Weak invariance principle in some Besov spaces for stationary martingale differences. (English) Zbl 1391.60059 Lith. Math. J. 57, No. 4, 441-467 (2017). MSC: 60F17 60G10 60G42 PDFBibTeX XMLCite \textit{D. Giraudo} and \textit{A. Račkauskas}, Lith. Math. J. 57, No. 4, 441--467 (2017; Zbl 1391.60059) Full Text: DOI arXiv
Avdeeva, M.; Cellarosi, F.; Sinai, Ya. G. Ergodic and statistical properties of \(\mathcal B\)-free numbers. (English. Russian original) Zbl 1378.11084 Theory Probab. Appl. 61, No. 4, 569-589 (2017); translation from Teor. Veroyatn. Primen. 61, No. 4, 805-829 (2016). MSC: 11N25 37A45 60F05 11-02 PDFBibTeX XMLCite \textit{M. Avdeeva} et al., Theory Probab. Appl. 61, No. 4, 569--589 (2017; Zbl 1378.11084); translation from Teor. Veroyatn. Primen. 61, No. 4, 805--829 (2016) Full Text: DOI
Longla, Martial Remarks on limit theorems for reversible Markov processes and their applications. (English) Zbl 1371.60054 J. Stat. Plann. Inference 187, 28-43 (2017). MSC: 60F05 60G10 60F17 60G05 PDFBibTeX XMLCite \textit{M. Longla}, J. Stat. Plann. Inference 187, 28--43 (2017; Zbl 1371.60054) Full Text: DOI arXiv
Fan, X.; Grama, I.; Liu, Q. Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation. (English) Zbl 1366.60076 Statistics 51, No. 1, 105-122 (2017). MSC: 60G42 60F05 60F10 60E15 62E20 62J05 PDFBibTeX XMLCite \textit{X. Fan} et al., Statistics 51, No. 1, 105--122 (2017; Zbl 1366.60076) Full Text: DOI arXiv
Cuny, Christophe; Fan, Ai Hua Study of almost everywhere convergence of series by mean of martingale methods. (English) Zbl 1375.37013 Stochastic Processes Appl. 127, No. 8, 2725-2750 (2017). Reviewer: George Stoica (Saint John) MSC: 37A30 60G42 PDFBibTeX XMLCite \textit{C. Cuny} and \textit{A. H. Fan}, Stochastic Processes Appl. 127, No. 8, 2725--2750 (2017; Zbl 1375.37013) Full Text: DOI arXiv
Volný, Dalibor; Wang, Yizao Erratum to: “An invariance principle for stationary random fields under Hannan’s condition”. (English) Zbl 1427.60055 Stochastic Processes Appl. 127, No. 6, 2088-2091 (2017). MSC: 60F17 60G60 60G10 60G48 60F05 PDFBibTeX XMLCite \textit{D. Volný} and \textit{Y. Wang}, Stochastic Processes Appl. 127, No. 6, 2088--2091 (2017; Zbl 1427.60055) Full Text: DOI
Giraudo, Davide Holderian weak invariance principle for stationary mixing sequences. (English) Zbl 1370.60058 J. Theor. Probab. 30, No. 1, 196-211 (2017). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60F05 60G10 PDFBibTeX XMLCite \textit{D. Giraudo}, J. Theor. Probab. 30, No. 1, 196--211 (2017; Zbl 1370.60058) Full Text: DOI arXiv
Cohen, Guy; Conze, Jean-Pierre CLT for random walks of commuting endomorphisms on compact abelian groups. (English) Zbl 1365.60016 J. Theor. Probab. 30, No. 1, 143-195 (2017). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60F05 60G50 22D40 28D05 47B15 37A25 37A30 PDFBibTeX XMLCite \textit{G. Cohen} and \textit{J.-P. Conze}, J. Theor. Probab. 30, No. 1, 143--195 (2017; Zbl 1365.60016) Full Text: DOI arXiv
Bucchia, Béatrice; Wendler, Martin Change-point detection and bootstrap for Hilbert space valued random fields. (English) Zbl 1356.62166 J. Multivariate Anal. 155, 344-368 (2017). MSC: 62M40 62H15 62E20 60G60 PDFBibTeX XMLCite \textit{B. Bucchia} and \textit{M. Wendler}, J. Multivariate Anal. 155, 344--368 (2017; Zbl 1356.62166) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps. (English) Zbl 1395.60022 Stoch. Dyn. 17, No. 1, Article ID 1750005, 27 p. (2017). MSC: 60E15 60G10 60F17 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Stoch. Dyn. 17, No. 1, Article ID 1750005, 27 p. (2017; Zbl 1395.60022) Full Text: DOI arXiv
Fan, Xiequan; Grama, Ion; Liu, Quansheng Deviation inequalities for martingales with applications. (English) Zbl 1387.60034 J. Math. Anal. Appl. 448, No. 1, 538-566 (2017). MSC: 60E15 60F10 60G42 PDFBibTeX XMLCite \textit{X. Fan} et al., J. Math. Anal. Appl. 448, No. 1, 538--566 (2017; Zbl 1387.60034) Full Text: DOI
Kachurovskii, Aleksandr G.; Podvigin, Ivan V. Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems. (English. Russian original) Zbl 1370.37014 Trans. Mosc. Math. Soc. 2016, 1-53 (2016); translation from Tr. Mosk. Mat. O.-va 77, No. 1, 1-66 (2016). Reviewer: Alejandro Mesón (La Plata) MSC: 37A30 37D20 37D50 60G10 PDFBibTeX XMLCite \textit{A. G. Kachurovskii} and \textit{I. V. Podvigin}, Trans. Mosc. Math. Soc. 2016, 1--53 (2016; Zbl 1370.37014); translation from Tr. Mosk. Mat. O.-va 77, No. 1, 1--66 (2016) Full Text: DOI
Lifshits, Mikhaĭl A.; Peligrad, M. On the spectral density of stationary processes and random fields. (English) Zbl 1376.60057 J. Math. Sci., New York 219, No. 5, 789-797 (2016) and Zap. Nauchn. Semin. POMI 441, 274-285 (2015). MSC: 60G10 60G60 PDFBibTeX XMLCite \textit{M. A. Lifshits} and \textit{M. Peligrad}, J. Math. Sci., New York 219, No. 5, 789--797 (2016; Zbl 1376.60057) Full Text: DOI
Cuny, Christophe; Dedecker, Jerome; Volný, Dalibor A functional CLT for fields of commuting transformations via martingale approximation. (English) Zbl 1376.60055 J. Math. Sci., New York 219, No. 5, 765-781 (2016) and Zap. Nauchn. Semin. POMI 441, 239-262 (2015). MSC: 60F17 60G60 60G44 PDFBibTeX XMLCite \textit{C. Cuny} et al., J. Math. Sci., New York 219, No. 5, 765--781 (2016; Zbl 1376.60055) Full Text: DOI HAL
Chulaevsky, Victor Non-perturbative Anderson localization in heavy-tailed potentials via large deviations moment analysis. (English) Zbl 1351.82035 J. Math. Phys. 57, No. 9, 093506, 18 p. (2016). MSC: 82B44 60F10 05C80 34B27 82B41 PDFBibTeX XMLCite \textit{V. Chulaevsky}, J. Math. Phys. 57, No. 9, 093506, 18 p. (2016; Zbl 1351.82035) Full Text: DOI
Peligrad, Magda; Utev, Sergey On the invariance principle for reversible Markov chains. (English) Zbl 1344.60034 J. Appl. Probab. 53, No. 2, 593-599 (2016). MSC: 60F17 60F05 60J05 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{S. Utev}, J. Appl. Probab. 53, No. 2, 593--599 (2016; Zbl 1344.60034) Full Text: DOI Euclid
Boucher, Thomas R. A note on martingale deviation bounds. (English) Zbl 1336.60070 Stat. Probab. Lett. 111, 8-11 (2016). MSC: 60F99 60F10 60G42 60J10 PDFBibTeX XMLCite \textit{T. R. Boucher}, Stat. Probab. Lett. 111, 8--11 (2016; Zbl 1336.60070) Full Text: DOI
Kelly, David; Melbourne, Ian Smooth approximation of stochastic differential equations. (English) Zbl 1372.60082 Ann. Probab. 44, No. 1, 479-520 (2016). Reviewer: Oliver Janke (Berlin) MSC: 60H10 60H05 60F17 60F05 37D20 37D25 37A50 PDFBibTeX XMLCite \textit{D. Kelly} and \textit{I. Melbourne}, Ann. Probab. 44, No. 1, 479--520 (2016; Zbl 1372.60082) Full Text: DOI arXiv Euclid
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
Klicnarová, Jana; Volný, Dalibor; Wang, Yizao Limit theorems for weighted Bernoulli random fields under Hannan’s condition. (English) Zbl 1336.60069 Stochastic Processes Appl. 126, No. 6, 1819-1838 (2016). MSC: 60F17 60F05 60G60 60G10 60G15 PDFBibTeX XMLCite \textit{J. Klicnarová} et al., Stochastic Processes Appl. 126, No. 6, 1819--1838 (2016; Zbl 1336.60069) Full Text: DOI arXiv
Lahiri, S. N.; Robinson, Peter M. Central limit theorems for long range dependent spatial linear processes. (English) Zbl 1333.60032 Bernoulli 22, No. 1, 345-375 (2016). MSC: 60F05 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{P. M. Robinson}, Bernoulli 22, No. 1, 345--375 (2016; Zbl 1333.60032) Full Text: DOI arXiv Euclid
Barrera, David; Peligrad, Magda Quenched limit theorems for Fourier transforms and periodogram. (English) Zbl 1336.60038 Bernoulli 22, No. 1, 275-301 (2016). MSC: 60F05 60J05 60G10 60G42 42A38 PDFBibTeX XMLCite \textit{D. Barrera} and \textit{M. Peligrad}, Bernoulli 22, No. 1, 275--301 (2016; Zbl 1336.60038) Full Text: DOI arXiv Euclid
Giraudo, Davide Hölderian weak invariance principle under a Hannan type condition. (English) Zbl 1329.60074 Stochastic Processes Appl. 126, No. 1, 290-311 (2016). MSC: 60F17 60F05 60G42 60G10 PDFBibTeX XMLCite \textit{D. Giraudo}, Stochastic Processes Appl. 126, No. 1, 290--311 (2016; Zbl 1329.60074) Full Text: DOI arXiv
Cuny, Christophe; Lin, Michael Limit theorems for Markov chains by the symmetrization method. (English) Zbl 1334.60035 J. Math. Anal. Appl. 434, No. 1, 52-83 (2016). MSC: 60F15 60F05 60J05 60G42 PDFBibTeX XMLCite \textit{C. Cuny} and \textit{M. Lin}, J. Math. Anal. Appl. 434, No. 1, 52--83 (2016; Zbl 1334.60035) Full Text: DOI
Peligrad, Magda Quenched invariance principles via martingale approximation. (English) Zbl 1368.60037 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, 149-165 (2015). MSC: 60F17 60F15 60F05 60G42 PDFBibTeX XMLCite \textit{M. Peligrad}, Fields Inst. Commun. 76, 149--165 (2015; Zbl 1368.60037) Full Text: DOI arXiv
Volný, Dalibor A central limit theorem for fields of martingale differences. (Théorème limite centrale pour des champs de différences de martingale.) (English. French summary) Zbl 1333.60036 C. R., Math., Acad. Sci. Paris 353, No. 12, 1159-1163 (2015). MSC: 60F05 60G60 60G42 60G10 PDFBibTeX XMLCite \textit{D. Volný}, C. R., Math., Acad. Sci. Paris 353, No. 12, 1159--1163 (2015; Zbl 1333.60036) Full Text: DOI arXiv
Jirak, Moritz Uniform change point tests in high dimension. (English) Zbl 1327.62467 Ann. Stat. 43, No. 6, 2451-2483 (2015). MSC: 62M10 62G32 60F05 60K35 PDFBibTeX XMLCite \textit{M. Jirak}, Ann. Stat. 43, No. 6, 2451--2483 (2015; Zbl 1327.62467) Full Text: DOI arXiv Euclid
Giraudo, Davide An improvement of the mixing rates in a counter-example to the weak invariance principle. (English. French summary) Zbl 1334.60019 C. R., Math., Acad. Sci. Paris 353, No. 10, 953-958 (2015). MSC: 60F05 60F17 60G10 PDFBibTeX XMLCite \textit{D. Giraudo}, C. R., Math., Acad. Sci. Paris 353, No. 10, 953--958 (2015; Zbl 1334.60019) Full Text: DOI
Bayart, Frédéric Central limit theorems in linear dynamics. (English. French summary) Zbl 1353.47015 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 1131-1158 (2015). Reviewer: Alan A. Sola (Stockholm) MSC: 47A35 60F05 47A16 PDFBibTeX XMLCite \textit{F. Bayart}, Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 1131--1158 (2015; Zbl 1353.47015) Full Text: DOI arXiv Euclid
Avila, A.; Dolgopyat, D.; Duryev, E.; Sarig, O. The visits to zero of a random walk driven by an irrational rotation. (English) Zbl 1326.60060 Isr. J. Math. 207, Part 2, 653-717 (2015). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{A. Avila} et al., Isr. J. Math. 207, Part 2, 653--717 (2015; Zbl 1326.60060) Full Text: DOI
Miao, Yu; Yang, Guangyu; Stoica, George On the rate of convergence in the strong law of large numbers for martingales. (English) Zbl 1332.60045 Stochastics 87, No. 2, 185-198 (2015). Reviewer: Peter Kern (Düsseldorf) MSC: 60F15 60G42 PDFBibTeX XMLCite \textit{Y. Miao} et al., Stochastics 87, No. 2, 185--198 (2015; Zbl 1332.60045) Full Text: DOI
Dedecker, Jérôme On the optimality of McLeish’s conditions for the central limit theorem. (Sur l’optimalité des conditions de McLeish pour le théorème limite central.) (English. French summary) Zbl 1321.60037 C. R., Math., Acad. Sci. Paris 353, No. 6, 557-561 (2015). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 PDFBibTeX XMLCite \textit{J. Dedecker}, C. R., Math., Acad. Sci. Paris 353, No. 6, 557--561 (2015; Zbl 1321.60037) Full Text: DOI
Mikosch, Thomas; Zhao, Yuwei The integrated periodogram of a dependent extremal event sequence. (English) Zbl 1316.60081 Stochastic Processes Appl. 125, No. 8, 3126-3169 (2015). MSC: 60G70 60F17 60F05 60G15 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{Y. Zhao}, Stochastic Processes Appl. 125, No. 8, 3126--3169 (2015; Zbl 1316.60081) Full Text: DOI arXiv
Cuny, Christophe A compact LIL for martingales in \(2\)-smooth Banach spaces with applications. (English) Zbl 1321.60057 Bernoulli 21, No. 1, 374-400 (2015). Reviewer: Neville Weber (Sydney) MSC: 60F15 60F17 60G42 60B12 60G10 PDFBibTeX XMLCite \textit{C. Cuny}, Bernoulli 21, No. 1, 374--400 (2015; Zbl 1321.60057) Full Text: DOI arXiv Euclid
Dedecker, Jérôme; Fan, Xiequan Deviation inequalities for separately Lipschitz functionals of iterated random functions. (English) Zbl 1301.60055 Stochastic Processes Appl. 125, No. 1, 60-90 (2015). MSC: 60G42 60J05 60E15 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{X. Fan}, Stochastic Processes Appl. 125, No. 1, 60--90 (2015; Zbl 1301.60055) Full Text: DOI
Bitseki Penda, S. Valère; Djellout, Hacène; Dumaz, Laure; Merlevède, Florence; Proïa, Frédéric Moderate deviations of functional of Markov processes. (English) Zbl 1333.60065 ESAIM, Proc. 44, 214-238 (2014). MSC: 60F99 60F10 60J05 PDFBibTeX XMLCite \textit{S. V. Bitseki Penda} et al., ESAIM, Proc. 44, 214--238 (2014; Zbl 1333.60065) Full Text: DOI
Chazottes, Jean-René; Cuny, Christophe; Dedecker, Jérôme; Fan, Xiequan; Lemler, Sarah Limit theorems and inequalities via martingale methods. (English. French summary) Zbl 1347.60047 ESAIM, Proc. 44, 177-196 (2014). MSC: 60G42 60F99 60F17 60G48 60G10 PDFBibTeX XMLCite \textit{J.-R. Chazottes} et al., ESAIM, Proc. 44, 177--196 (2014; Zbl 1347.60047) Full Text: DOI
Wang, Yizao An invariance principle for fractional Brownian sheets. (English) Zbl 1307.60030 J. Theor. Probab. 27, No. 4, 1124-1139 (2014). MSC: 60F17 60F05 60G22 PDFBibTeX XMLCite \textit{Y. Wang}, J. Theor. Probab. 27, No. 4, 1124--1139 (2014; Zbl 1307.60030) Full Text: DOI arXiv