37 citations · 140 across the 23 of their papers we have counts for
5 papers · 2 filters
Law of the iterated logarithm for the periodogram
Christophe Cuny, Florence Merlevède, Magda Peligrad
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram proper…
Strong invariance principles with rate for "reverse" martingales and applications
Christophe Cuny, Florence Merlevede
In this paper, we obtain almost sure invariance principles with rate of order , , for sums associated to a sequence of reverse martingale differences. Th…
A compact LIL for martingales in -smooth Banach spaces with applications
Christophe Cuny
We prove the compact law of the iterated logarithm for stationary and ergodic differences of (reverse or not) martingales taking values in a separable -smooth Banach space (for…
A quenched invariance principle for stationary processes
Christophe Cuny, Dalibor Volny
In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (…
On martingale approximations and the quenched weak invariance principle
Christophe Cuny, Florence Merlevède
In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in (a real and separ…