Title 
Coauthors 
Journal 
Volume 
Arxiv/HAL 
DOI 
21. Ustatistics 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) 575594

[Arxiv]

[DOI]

18.
ChangePoint 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. 408429

[Arxiv]

[DOI]

15. Convergence of the empirical twosample \(U\)statistics with \(\beta\)mixing data.

Herold Dehling et
Olimjon Sharipov 
Acta Math. Hungar.

164 (2021), no. 2, 377412.

[Arxiv]

[DOI]

14. Limit theorems for \(U\)statistics of Bernoulli data.

 
ALEA Lat. Am. J. Probab. Math. Stat.

18 (2021), no. 1, 793828

[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), 922946.

[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, 441467.

[HAL]
 [DOI]

7. Holderian weak invariance principle for stationary mixing sequences

 
Journal of Theoretical Probability

30 (2017), no. 1, 196211

[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), 290311

[HAL]

[DOI]

4. Orthomartingalecoboundary 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 counterexample to the weak invariance principle

 
Comptes Rendus de l'Académie des Sciences

353 (2015), 953958

[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), 37693781

[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]
