156 citations · 398 across the 47 of their papers we have counts for
3 papers · 1 filter
Density estimation for -dependent sequences
Jérôme Dedecker, Florence Merlevède
We study the Lp-integrated risk of some classical estimators of the density, when the observations are drawn from a strictly stationary sequence. The results apply to a large class…
Invariance principles for linear processes with application to isotonic regression
Jérôme Dedecker, Florence Merlevède, Magda Peligrad
In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the…
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Jérôme Dedecker, Florence Merlevède, Emmanuel Rio
In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martinga…