Rate of convergence for the invariance principle

Lithuanian Mathematical Journal ◽

10.1007/bf00966180 ◽

1986 ◽

Vol 25 (2) ◽

pp. 148-154

Author(s):

K. Liubinskas

Keyword(s):

Rate Of Convergence ◽

Invariance Principle

Download Full-text

On Extended Rate of Convergence Results for the Invariance Principle

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177697294 ◽

1969 ◽

Vol 40 (6) ◽

pp. 2178-2179 ◽

Cited By ~ 13

Author(s):

C. C. Heyde

Keyword(s):

Rate Of Convergence ◽

Invariance Principle ◽

Convergence Results

Download Full-text

On the rate of convergence in Maruyama's invariance principle

Vol. 2 ◽

10.1515/9783112313985-009 ◽

1987 ◽

pp. 63-68

Keyword(s):

Rate Of Convergence ◽

Invariance Principle

Download Full-text

On Estimates of the Rate of Convergence in the Invariance Principle for Banach Spaces

Theory of Probability and Its Applications ◽

10.1137/1125087 ◽

1981 ◽

Vol 25 (4) ◽

pp. 721-731 ◽

Cited By ~ 11

Author(s):

A. A. Borovkov ◽

A. I. Sakhanenko

Keyword(s):

Rate Of Convergence ◽

Banach Spaces ◽

Invariance Principle

Download Full-text

On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes

Journal of Multivariate Analysis ◽

10.1016/0047-259x(84)90068-x ◽

1984 ◽

Vol 15 (1) ◽

pp. 73-90

Author(s):

Erich Haeusler

Keyword(s):

Rate Of Convergence ◽

Invariance Principle

Download Full-text

Rate of convergence in invariance principle in linear spaces. Application to empirical measures

Lecture Notes in Mathematics - Probability Theory and Mathematical Statistics ◽

10.1007/bfb0072902 ◽

1983 ◽

pp. 45-58 ◽

Cited By ~ 3

Author(s):

I. S. Borisov

Keyword(s):

Rate Of Convergence ◽

Invariance Principle ◽

Empirical Measures ◽

Linear Spaces

Download Full-text

Rate of convergence in the invariance principle for martingale difference arrays

Lithuanian Mathematical Journal ◽

10.1007/bf02336885 ◽

1994 ◽

Vol 34 (4) ◽

pp. 383-392

Author(s):

K. Kubilius

Keyword(s):

Rate Of Convergence ◽

Invariance Principle ◽

Martingale Difference

Download Full-text

The invariance principle for the Ornstein–Uhlenbeck process with fast Poisson time: An estimate for the rate of convergence

Theory of Probability and Mathematical Statistics ◽

10.1090/s0094-9000-08-00727-8 ◽

2008 ◽

Vol 76 ◽

pp. 15-22

Author(s):

B. V. Bondarev ◽

A. V. Baev

Keyword(s):

Rate Of Convergence ◽

Invariance Principle ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process

Download Full-text

Rate of Convergence in the Weak Invariance Principle for Deterministic Systems

Communications in Mathematical Physics ◽

10.1007/s00220-019-03334-6 ◽

2019 ◽

Vol 369 (3) ◽

pp. 1147-1165

Author(s):

Marios Antoniou ◽

Ian Melbourne

Keyword(s):

Rate Of Convergence ◽

Invariance Principle ◽

Weak Invariance Principle ◽

Deterministic Systems ◽

Weak Invariance

Download Full-text

On the rate of convergence and large deviations in the invariance principle

Advances in Applied Probability ◽

10.2307/1426791 ◽

1979 ◽

Vol 11 (2) ◽

pp. 260-260

Author(s):

A. A. Borovkov

Keyword(s):

Large Deviations ◽

Rate Of Convergence ◽

Invariance Principle

Download Full-text

Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence

Ukrainian Mathematical Journal ◽

10.1007/s11253-006-0135-0 ◽

2006 ◽

Vol 58 (9) ◽

pp. 1307-1328

Author(s):

B. V. Bondarev ◽

A. V. Baev

Keyword(s):

Markov Chains ◽

Rate Of Convergence ◽

Invariance Principle ◽

Time Estimate

Download Full-text