20 citations · 88 across the 22 of their papers we have counts for
22 papers
A weak invariance principle for triangular arrays of independent random variables in some Besov spaces
Davide Giraudo, Sadillo Sharipov
We establish a Donsker-Prokhorov invariance principle in some Besov spaces. Specifically, we show that polygonal line processes associated with partial sum processes of a triangula…
U-statistics of local sample moments under weak dependence
Herold G. Dehling, Davide Giraudo, Sara K. Schmidt
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an und…
Some remarks on the ergodic theorem for -statistics
Herold G. Dehling, Davide Giraudo, Dalibor Volny
In this note, we investigate the convergence of a -statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and conver…
Deviation inequality for Banach-valued orthomartingales
Davide Giraudo
We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the law of large numbers f…
An exponential inequality for orthomartingale differences random fields and some applications
Davide Giraudo
In this paper, we establish an exponential inequality for random fields, which is applied in the context of convergence rates in the law of large numbers and Hölderian weak invaria…
Convergence of the empirical two-sample -statistics with -mixing data
Herold Dehling, Davide Giraudo, Olimjon Sharipov
We consider the empirical two-sample -statistic with strictly -mixing strictly stationary data and inverstigate its convergence in Skorohod spaces. We then provide an applica…
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series
Annika Betken, Davide Giraudo, Rafał Kulik
We consider a change-point test based on the Hill estimator to test for structural changes in the tail index of Long Memory Stochastic Volatility time series. In order to determine…
Bound on the maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation
Davide Giraudo
We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the…
An exponential inequality for -statistics of i.i.d. data
Davide Giraudo
We establish an exponential inequality for degenerated -statistics of order of i.i.d. data. This inequality gives a control of the tail of the maxima absolute values of the…
Large deviation inequalities for martingales in Banach spaces
Xiequan Fan, Davide Giraudo
Let be a martingale difference sequence in a smooth Banach space. Let be the partial sums of $(X_i, \mathcal{F}_i)_{…
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
Davide Giraudo
We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d. random fields when the…
Limit theorems for U-statistics of Bernoulli data
Davide Giraudo
In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large num…
Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
Davide Giraudo
We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an a…
Weak invariance principle in Besov spaces for stationary martingale differences
Davide Giraudo, Alfredas Rackauskas
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as we…
Invariance principle via orthomartingale approximation
Davide Giraudo
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a…
Deviation inequalities for Banach space valued martingales differences sequences and random field
Davide Giraudo
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequaliti…
H{ö}lderian weak invariance principle under Maxwell and Woodroofe condition
Davide Giraudo
We investigate the weak invariance principle in H{ö}lder spaces under some reinforcement of the Maxwell and Woodroofe condition.
Integrability conditions on coboundary and transfer function for limit theorems
Davide Giraudo
For a measure preserving automorphism of a probability space, we provide conditions on the tail function of and which guarantee limit theore…
Holderian weak invariance principle under a Hannan type condition
Davide Giraudo
We investigate the invariance principle in H{ö}lder spaces for strictly stationary martingale difference sequences. In particular, we show that the sufficient condition on the tail…
Orthomartingale-coboundary decomposition for stationary random fields
Mohamed El Machkouri, Davide Giraudo
We provide a new projective condition for a stationary real random field indexed by the lattice to be well approximated by an orthomartingale in the sense of Cairoli (1969).…
Holderian weak invariance principle for stationary mixing sequences
Davide Giraudo
We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in Hölder spaces. Strong mixing and -mixing co…
A strictly stationary -mixing process satisfying the central limit theorem but not the weak invariance principle
Davide Giraudo, Dalibor Volny
In 1983, N. Herrndorf proved that for a -mixing sequence satisfying the central limit theorem and , the weak invariance principle takes plac…