96 citations · 223 across the 6 of their papers we have counts for
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Functional moderate deviations for triangular arrays and applications
Florence Merlevede, Magda Peligrad
Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in…
Moderate deviations for stationary sequences of bounded random variables
Jérôme Dedecker, Florence Merlevède, Magda Peligrad +1
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of -mix…
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
Magda Peligrad, Sunder Sethuraman
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/…
Invariance principle for stochastic processes with short memory
Magda Peligrad, Sergey Utev
In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion…
Central limit theorem for stationary linear processes
Magda Peligrad, Sergey Utev
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5…
A new maximal inequality and invariance principle for stationary sequences
Magda Peligrad, Sergey Utev
We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply i…