Found 129 Documents (Results 1–100)
A Berry-Esseen theorem for sample quantiles under martingale difference sequences. (English) Zbl 07729077
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences. (English) Zbl 1518.60048
A certain class of statistical convergence of martingale sequences and its applications to Korovkin-type approximation theorems. (English) Zbl 1524.40016
Deferred Cesàro statistical convergence of martingale sequence and Korovkin-type approximation theorems. (English) Zbl 1499.40050
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726
Statistical product convergence of martingale sequences and its applications to Korovkin-type approximation theorems. (English) Zbl 1481.40002
On the pair correlations of powers of real numbers. (English) Zbl 1478.11098
Reviewer: Anton Shutov (Vladimir)
Statistical convergence of martingale difference sequence via deferred weighted mean and Korovkin-type theorems. (English) Zbl 1474.40012
Convergence to infinity for orthonormal spline series. (English) Zbl 1474.42139
Reviewer: Manfred Tasche (Rostock)
Weak invariance principle in some Besov spaces for stationary martingale differences. (English) Zbl 1391.60059
A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations. (English) Zbl 1379.60035
Strong convergence of weighted sums with Banach space valued integrable adapter sequences. (Chinese. English summary) Zbl 1299.60043
MSC:
60F15
On the rate of convergence in the martingale central limit theorem. (English) Zbl 1277.60051
Reviewer: Erich Häusler (Gießen)
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples. (English) Zbl 1274.60056
Reviewer: Allan Gut (Uppsala)
Representation theorems for multivalued pramarts. (English) Zbl 1276.28026
Reviewer: Wlodzimierz Ślȩzak (Bydgoszcz)
Problems in probability. Translated from Russian by Andrew Lyasoff. (English) Zbl 1268.60004
Problem Books in Mathematics. New York, NY: Springer (ISBN 978-1-4614-3687-4/hbk; 978-1-4614-3688-1/ebook). xii, 427 p. (2012).
Reviewer: Pavel Gapeev (London)
Some various convergence results for normal integrands. (English) Zbl 1341.28003
Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 15. Tokyo: Springer (ISBN 978-4-431-53929-2/hbk; 978-4-431-54086-1/pbk; 978-4-431-53930-8/ebook). Advances in Mathematical Economics 15, 1-26 (2011).
Moment consistency of wavelet estimation of semiparametric regression models. (Chinese. English summary) Zbl 1234.62049
Almost sure limit theorems for dependent random variables. (English) Zbl 1210.60032
Misiewicz, Jolanta K. (ed.), Stability in probability. Selected papers based on the presentations at the 28th international seminar on stability problems for stochastic models, Zakopane, Poland, May 31 – June 5, 2009. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-09-6/pbk). Banach Center Publications 90, 171-178 (2010).
Conditional central limit theorem via martingale approximation. (English) Zbl 1229.60029
Berkes, István (ed.) et al., Dependence in probability, analysis and number theory. A volume in memory of Walter Philipp. Most papers based on the presentations at the conference, Graz, Austria, June 17–20, 2009. Heber City, UT: Kendrick Press (ISBN 0-9793183-8-6/pbk). 295-309 (2010).
Reviewer: Ludger Rüschendorf (Freiburg i. Br.)
Asymptotic behavior of Lotz-Räbiger and martingale nets. (English. Russian original) Zbl 1225.47040
Sib. Math. J. 51, No. 5, 810-817 (2010); translation from Sib. Mat. Zh. 51, No. 5, 1017-1026 (2010).
Some various convergence results for multivalued martingales. (English) Zbl 1202.60064
Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 13. Tokyo: Springer (ISBN 978-4-431-99489-3/hbk; 978-4-431-99490-9/ebook). Advances in Mathematical Economics 13, 1-33 (2010).
Reviewer: Oleg K. Zakusilo (Kyïv)
Upper-lower class tests for weighted i.i.d. sequences and martingales. (English) Zbl 1200.60025
Reviewer: Alexander V. Bulinski (Moskva)
Shannon-McMillan theorem on a kind of non-homogeneous tree. (Chinese. English summary) Zbl 1201.94053
Rates of convergence for minimal distances in the central limit theorem under projective criteria. (English) Zbl 1191.60025
MSC:
60F05
Moment inequalities for sums of dependent random variables under projective conditions. (English) Zbl 1160.60312
On mean central limit theorems for stationary sequences. (English) Zbl 1187.60015
Reviewer: Bero Roos (Trier)
MSC:
60F05
Strong convergence theorems for arbitrary random variables sequences series. (Chinese. English summary) Zbl 1174.60338
MSC:
60F15
\(L_p\)-norm convergence of a kind of partial sum sequences. (Chinese. English summary) Zbl 1150.60374
Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces. (English) Zbl 1137.46006
Reviewer: Krzysztof Oleszkiewicz (Warsaw)
A maximal \(\mathbb{L}_{p}\)-inequality for stationary sequences and its applications. (English) Zbl 1107.60011
On the weak invariance principle for stationary sequences under projective criteria. (English) Zbl 1117.60022
Reviewer: Ken-ichi Yoshihara (Tokyo)
On the weak law of large numbers for adapted sequences in von Neumann algebra. (English) Zbl 1108.46310
Reviewer: Qian Minping (Beijing)
Stable convergence in distribution for wavelet estimation in semiparametric regression model. The martingale difference error sequence case. (Chinese. English summary) Zbl 1052.62039
Strong limit theorems on adapted sequences with Banach space values. (Chinese. English summary) Zbl 1037.60031
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences. (English) Zbl 1022.60037
Random fields and central limit theorem in some generalized Hölder spaces. (English) Zbl 0991.60039
Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 599-616 (1999).
Reviewer: B.L.S.Prakasa Rao (New Delhi)
A class of local convergence theorems for Banach spaces valued sequences of random variables. (Chinese. English summary) Zbl 0949.46013
MSC:
46E40
The law of large numbers for Banach space valued quasi-eventually martingale-like sequences. (Chinese. English summary) Zbl 1019.60007
Concrete representation of martingales. (English) Zbl 0916.60044
Reviewer: B.Grigelionis (Vilnius)
A characterization of complex \(\mathcal{AUMD}\) Banach spaces via tangent martingales. (English) Zbl 0914.46009
Reviewer: S.Koshi (Sapporo)
Ergodic theory and connections with analysis and probability. (English) Zbl 0898.28005
Reviewer: U.Krengel (Göttingen)
Further decomposition and convergence theorems for Banach space-valued martingale-like sequences. (English) Zbl 0903.60040
Central limit theorem for linear processes. (English) Zbl 0876.60013
Reviewer: A.K.Basu (Calcutta)
A note on exact convergence rates in some martingale central limit theorems. (English) Zbl 0868.60015
Reviewer: E.Häusler (Gießen)
Dependence of the growth rate of a martingale on the growth rate of martingale differences. (English. Russian original) Zbl 0885.60037
Theory Probab. Appl. 41, No. 1, 157-163 (1996); translation from Teor. Veroyatn. Primen. 41, No. 1, 192-199 (1996).
Reviewer: A.Gut (Uppsala)
On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes. (English) Zbl 0834.60026
\(B\)-valued quasi-eventual-martingale-like sequences and geometric characters of Banach spaces. (Chinese. English summary) Zbl 0946.60038
An analogue on locally compact Abelian groups of Kolmogorov’s three series criterion. (English) Zbl 0912.60014
Heyer, Herbert (ed.), Probability measures on groups and related structures. XI. Proceedings of the meeting held in Oberwolfach, Germany, October 23-29, 1994. Singapore: World Scientific Publishing. 38-43 (1995).
Reviewer: L.Paditz (Dresden)
Empirical distribution functions and strong approximation theorems for dependent random variables. A problem of Baker in probabilistic number theory. (English) Zbl 0812.11045
Reviewer: R.F.Tichy (Graz)
MSC:
11K31
Empirical limit theorems under entropy conditions without measurability assumptions. (Empirische Grenzwertsätze unter Entropiebedingungen ohne Meßbarkeitsvoraussetzungen.) (German) Zbl 0804.60005
Oldenburg: Univ. Oldenburg, Fachbereich Mathematik, 108 S. (1994).
Reviewer: B.Wittje (Oldenburg)
A phase transition for the score in matching random sequences allowing deletions. (English) Zbl 0809.62008
Reviewer: V.P.Gupta (Jaipur)
On a domination of sums of random variables by sums of conditionally independent ones. (English) Zbl 0809.60022
Reviewer: T.F.Móri (Budapest)
Topics in advanced econometrics. Volume II: Linear and nonlinear simultaneous equations. (English) Zbl 0792.62101
New York: Springer-Verlag. xvii, 401 p. (1994).
Reviewer: J.Lillestøl (Bergen)
Decomposition and limits for two-parameter martingale-like sequences. (English) Zbl 0786.60062
Reviewer: S.D.Chatterji (Lausanne)
Biconcave-function characterisations of UMD and Hilbert spaces. (English) Zbl 0798.46011
Reviewer: T.Precupanu (Iaşi)
Convergence of some martingale-like sequences. (English) Zbl 0757.60042
Reviewer: R.J.Tomkins (Regina)
Sidon-type inequalities. (English) Zbl 0801.42024
Approximation theory, Proc. 6th Southeast. Approximation Theory Conf., Memphis/TN (USA) 1991, Lect. Notes Pure Appl. Math. 138, 421-436 (1992).
Reviewer: V.Totik (Szeged)
Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes. (English) Zbl 0769.62064
Nonstandard analysis, finder of lost measures. (English) Zbl 0763.28014
Analysis and geometry. Trends in research and teaching, 47-55 (1992).
Reviewer: W.A.J.Luxemburg (Pasadena)
The convergence of weighted sums of martingale difference sequences and their strong laws of large numbers. (Chinese) Zbl 0760.60031
Reviewer: Lin Zhengyan (Ottawa)
Dentability, trees, and Dunford-Pettis operators on \(L_ 1\). (English) Zbl 0677.46009
Pac. J. Math. 148, No. 1, 59-79 (1991); correction ibid. 157, No. 2, 389-394 (1993).
Reviewer: M.Girardi
The complete convergence for partial sums of a martingale difference sequence. (Chinese. English summary) Zbl 0727.60016
On series representation of functions. (English) Zbl 0721.41044
Reviewer: B.Crstici (Timişoara)
Random martingale transform inequalities. (English) Zbl 0701.60003
Probability in Banach spaces 6, Proc. 6th Int. Conf., Sandbjerg/Denmark 1986, Prog. Probab. 20, 101-119 (1990).
Reviewer: R.J.Tomkins
An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables. (English) Zbl 0695.60041
Reviewer: C.C.Heyde
MSC:
60F17
Weak convergence to some processes defined by multiple Wiener integrals. (English) Zbl 0738.60024
Reviewer: A.V.Bulinskij (Moskva)
Strategies based on the expectation of the logarithm. (English) Zbl 0744.62115
Computing science and statistics, Proc. 21st Symp. Interface, Orlando/FL (USA) 1989, 254-258 (1989).
Topics in advanced econometrics. Probability foundations. (English) Zbl 0698.62003
New York etc.: Springer-Verlag. xii, 379 p. DM 84.00 (1989).
Reviewer: J.Lillestøl
On the method of bounded differences. (English) Zbl 0712.05012
Surveys in combinatorics, Inv. Pap. 12th Br. Comb. Conf., Norwich/UK 1989, Lond. Math. Soc. Lect. Note Ser. 141, 148-188 (1989).
MSC:
05B10
Tangent sequences of random variables: Basic inequalities and their applications. (English) Zbl 0693.60033
Almost everywhere convergence, Proc. Int. Conf., Columbus/OH 1988, 237-265 (1989).
Reviewer: D.Lepingle
Weak convergence of probability measures in \(C_ b(C[0,1])\) equipped with rates. (English) Zbl 0661.60006
MSC:
60B10
Cesàro convergence of martingale difference sequences and the Banach- Saks and Szlenk theorems. (English) Zbl 0667.46019
Reviewer: V.Mustonen
Stochastic partial differential equations in infinite dimensional spaces. (English) Zbl 0664.60062
Pisa: Scuola Normale Superiore. 144 p. (1988).
Reviewer: B.Gołdys
General limit theorems with \({\mathfrak o}\)-rates and Markov processes under pseudo-moment conditions. (English) Zbl 0662.60035
Reviewer: L.Hahn
Martingale characterizations of spaces not containing a copy of \(\ell _ 1\). (Chinese. English summary) Zbl 0658.46013
Spreading and predictable sampling in exchangeable sequences and processes. (English) Zbl 0649.60043
Reviewer: D.Szynal
The invariance principle for functionals of sums of martingale differences. (English) Zbl 0649.60028
Reviewer: K.Yoshihara
Martingale properties of an information-feedback loop. (English) Zbl 0647.62013
Reviewer: M.P.Mokljacuk
Approximation of stationary processes and the central limit problem. (English) Zbl 0629.60027
Probability theory and mathematical statistics, Proc. 5th Jap.-USSR Symp., Kyoto/Jap. 1986, Lect. Notes Math. 1299, 532-540 (1988).
Reviewer: R.J.Tomkins
An extension of the Lindeberg-Trotter operator-theoretic approach to limit theorems for dependent random variables. II: Approximation theorems with O-rates, applications to martingale difference arrays. (English) Zbl 0647.60025
Reviewer: L.Hahn
Limit theorems in probability theory and related fields. (English) Zbl 0637.60001
Wissenschaft: Theorie und Praxis, 1987. Dresden: Technische Universität Dresden, Sektion Mathematik. 184 S.; ISSN 0863-0240 (1987).
Reviewer: W.Wolf and G.Siegel
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