Olivier Durieu

most citedComparison between criteria leading to the weak invariance principle

22 citations · 22 across the 1 of their papers we have counts for

collaborators

2 papers

math.PR2008★ 3 cited

New Techniques for Empirical Process of Dependent Data

Herold Dehling, Olivier Durieu, Dalibor Volný

We present a new technique for proving empirical process invariance principle for stationary processes $(X_{n})_{n \geq 0}$ . The main novelty of our approach lies in the fact that we…

math.PR2008★ 14 cited

Independence of Four Projective Criteria for the Weak Invariance Principle

Olivier Durieu

Let $(X_{i})_{i \in Z}$ be a regular stationary process for a given filtration. The weak invariance principle holds under the condition $\sum_{i \in Z} ∥ P_{0} (X_{i}) ∥_{2} < \infty$ (see Hanna…