most citedIndependence of Four Projective Criteria for the Weak Invariance Principle

14 citations · 17 across the 3 of their papers we have counts for

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3 papers

math.PR2008

A fourth moment inequality for functionals of stationary processes

Olivier Durieu

In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of…

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 . 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 be a regular stationary process for a given filtration. The weak invariance principle holds under the condition (see Hanna…