156 citations · 758 across the 46 of their papers we have counts for
5 papers · 1 filter
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…
Asymptotic properties for linear processes of functionals of reversible Markov Chains
Magda Peligrad
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so…
A quenched weak invariance principle
Jérôme Dedecker, Florence Merlevède, Magda Peligrad
In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to s…
Reflexive Operator Algebras on Banach Spaces
Florence Merlevède, Costel Peligrad, Magda Peligrad
In this paper we study the reflexivity of a unital strongly closed algebra of operators with complemented invariant subspace lattice on a Banach space. We prove that if such an alg…
Bernstein inequality and moderate deviations under strong mixing conditions
Florence Merlevède, Magda Peligrad, Emmanuel Rio
In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bou…