14 citations to https://www.mathnet.ru/rus/tvp3900
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Soham Bonnerjee, Sayar Karmakar, Wei Biao Wu, “Gaussian approximation for nonstationary time series with optimal rate and explicit construction”, Ann. Statist., 52:5 (2024)
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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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Wu W. Zhou Zh., “Simultaneous Quantile Inference For Non-Stationary Long-Memory Time Series”, Bernoulli, 24:4A (2018), 2991–3012
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Lifshits M.A. Nikitin Ya.Yu. Petrov V.V. Zaitsev A.Yu. Zinger A.A., “Toward the History of the Saint Petersburg School of Probability and Statistics. i. Limit Theorems For Sums of Independent Random Variables”, Vestnik St. Petersburg Univ. Math., 51:2 (2018), 144–163
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А. Ю. Зайцев, “Точность сильной гауссовской аппроксимации для сумм независимых случайных векторов”, УМН, 68:4(412) (2013), 129–172 ; A. Yu. Zaitsev, “The accuracy of strong Gaussian approximation for sums of independent random vectors”, Russian Math. Surveys, 68:4 (2013), 721–761
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Yuri Kifer, “Dynkin's Games and Israeli Options”, ISRN Probability and Statistics, 2013 (2013), 1
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Chatterjee S., “A new approach to strong embeddings”, Probab. Theory Relat. Fields, 152:1-2 (2012), 231–264
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Wu Wei Biao, Zhou Zhou, “Gaussian approximations for non-stationary multiple time series”, Statist. Sinica, 21:3 (2011), 1397–1413
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А. Ю. Зайцев, “Точность сильной гауссовской аппроксимации для сумм независимых одинаково распределенных случайных векторов”, Вероятность и статистика. 14–2, Зап. научн. сем. ПОМИ, 364, ПОМИ, СПб., 2009, 148–165 ; A. Yu. Zaitsev, “The rate of Gaussian strong approximation for the sums of i.i.d. multidimensional random vectors”, J. Math. Sci. (N. Y.), 163:4 (2010), 399–408
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F. Götze, A. Yu. Zaitsev, “Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle”, Теория вероятн. и ее примен., 53:1 (2008), 100–123 ; Theory Probab. Appl., 53:1 (2009), 59–80