Title |
Co-authors |
Journal |
Volume |
Arxiv/HAL |
DOI |
24. Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data
| - |
Brazilian Journal of Probability and Statistics
|
à paraître
|
[pdf]
|
|
23. Deviation inequality for Banach-valued orthomartingales
| - |
Stochastic Processes and their Applications
|
à paraître
|
[pdf]
|
|
22. Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences
| - |
Statistics & Probability Letters
|
210(2024), Paper No. 110117
|
[pdf]
|
|
21. U-statistics of local sample moments under weak dependence
| Herold Dehling et Sara Schmidt |
ALEA Lat. Am. J. Probab. Math. Stat.
|
20 (2023), no. 2, 1511–1535.
|
[pdf]
|
|
20. Some remarks on the ergodic theorem for 𝑈
-statistics
|
Herold Dehling et Dalibor Volný |
Comptes Rendus Mathématique
|
361 (2023), 1511–1519.
|
PDF
|
|
19. An exponential inequality for orthomartingale differences random fields and some applications
|
- |
Annales Henri Lebesgue
|
6 (2023) 575-594
|
[Arxiv]
|
[DOI]
|
18.
Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series
|
Annika Betken et
Rafal Kulik |
Statistica Sinica
|
(2023), no. 3, 2017–2039.
|
[Arxiv]
|
[DOI]
|
17. Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields,
|
- |
Stochastics
|
94 (2022), no. 2, 248–276.
|
[Arxiv]
|
[DOI]
|
16. An Exponential Inequality for \(U\)-Statistics of I.I.D. Data,
|
- |
Theory of Probability & Its Applications
|
2021, Vol. 66, No. 3 : pp. 408-429
|
[Arxiv]
|
[DOI]
|
15. Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data.
|
Herold Dehling et
Olimjon Sharipov |
Acta Math. Hungar.
|
164 (2021), no. 2, 377--412.
|
[Arxiv]
|
[DOI]
|
14. Limit theorems for \(U\)-statistics of Bernoulli data.
|
- |
ALEA Lat. Am. J. Probab. Math. Stat.
|
18 (2021), no. 1, 793--828
|
[Arxiv]
|
[DOI]
|
13.
Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation.
|
- |
J. Math. Anal. Appl.
|
496 (2021), no. 1, Paper No. 124792, 25 pp
|
[Arxiv]
|
[DOI]
|
12.
Deviation inequalities for Banach space valued martingales differences sequences and random fields.
|
- |
ESAIM Probab.
|
23 (2019), 922--946.
|
[Arxiv]
|
[DOI]
|
11.
Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
|
- |
Mod. Stoch. Theory Appl.
|
6 (2019), no. 2, 251–267.
|
[HAL]
|
[DOI]
|
10.
Invariance principle via orthomartingale approximation
|
- |
Stoch. Dyn.
|
18 (2018), no. 6, 1850043, 29 pp.
|
[HAL]
|
[DOI]
|
9. Hölderian weak invariance principle under Maxwell and Woodroofe condition
|
- |
Brazilian Journal of Probability and Statistics
|
32 (2018), no. 1, 172–187.
|
[HAL]
|
[DOI]
|
8.
Weak invariance principle in Besov spaces for stationary martingale differences
|
Alfredas Račkauskas |
Lith. Math. J.
|
57 (2017), no. 4, 441--467.
|
[HAL]
| [DOI]
|
7. Holderian weak invariance principle for stationary mixing sequences
|
- |
Journal of Theoretical Probability
|
30 (2017), no. 1, 196--211
|
[HAL]
|
[DOI]
|
6.
Integrability conditions on coboundary and transfer function for limit theorems
|
- |
ALEA, Lat. Am. J. Probab. Math. Stat.
|
13(1) (2016), 399–415
|
[HAL]
|
[DOI]
|
5. Holderian weak invariance principle under a Hannan type condition
|
- |
Stochastic Processes and their Applications
|
126 (2016), 290-311
|
[HAL]
|
[DOI]
|
4. Orthomartingale-coboundary decomposition for stationary random fields
|
Mohamed El Machkouri |
Stochastics and Dynamics
|
16 (2016), no. 5, 1650017, 28 pp.
|
[HAL]
|
[DOI]
|
3.
An improvement of the mixing rates in a counter-example to the weak invariance principle
|
- |
Comptes Rendus de l'Académie des Sciences
|
353 (2015), 953-958
|
[HAL]
|
[DOI]
|
2. A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
|
Dalibor Volný |
Stochastic Processes and their Applications
|
124 (2014), 3769-3781
|
[Arxiv]
|
[DOI]
|
1. A counter example to the central limit theorem in Hilbert spaces under a strong mixing
condition
|
Dalibor Volný |
Electronic Communications in Probability
|
19 (2014)
|
[Arxiv], [HAL]
|
[DOI]
|