15 citations to https://www.mathnet.ru/rus/tvp2484
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Gabriela Ciuperca, Matúš Maciak, Michal Pešta, “Real-time changepoint detection in a nonlinear expectile model”, Metrika, 87:2 (2024), 105
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Adrien Prodhomme, “Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales”, Stochastic Processes and their Applications, 160 (2023), 218
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Gaultier Lambert, Elliot Paquette, “Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime”, Ann. Appl. Probab., 33:1 (2023)
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Ciuperca G., “Real-Time Detection of a Change-Point in a Linear Expectile Model”, Stat. Pap., 63:4 (2022), 1323–1367
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Dimitrov E., Wu X., “Kmt Coupling For Random Walk Bridges”, Probab. Theory Relat. Field, 179:3-4 (2021), 649–732
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Karmakar S., Wu W.B., “Optimal Gaussian Approximation For Multiple Time Series”, Stat. Sin., 30:3 (2020), 1399–1417
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А. Ю. Зайцев, А. А. Зингер, М. А. Лифшиц, Я. Ю. Никитин, В. В. Петров, “К истории Санкт-Петербургской школы теории вероятностей и математической статистики. I. Предельные теоремы для сумм независимых случайных величин”, Вестн. Санкт-Петербургского ун-та. Математика. Механика. Астрономия, 5:2 (2018), 201–232
; M. A. Lifshits, Ya. Yu. Nikitin, V. V. Petrov, A. Yu. Zaitsev, A. A. Zinger, “Toward the history of the Saint Petersburg school of probability and statistics. I. Limit theorems for sums of independent random variables”, Vestn. St Petersb. Univ. Math., 51:2 (2018), 144–163
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Merlevede F., Rio E., “Strong Approximation For Additive Functionals of Geometrically Ergodic Markov Chains”, Electron. J. Probab., 20 (2015), 1–27
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Trapani L., “Comments on: Extensions of Some Classical Methods in Change Point Analysis Discussion”, Test, 23:2 (2014), 283–286
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Berkes I., Liu W., Wu W.B., “Komlos-Major-Tusnady Approximation Under Dependence”, Ann. Probab., 42:2 (2014), 794–817