Search Results - "Giraudo, Davide"
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Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
Published in Modern Stochastics: Theory and Applications (01-06-2019)“…We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such…”
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2
Deviation inequality for Banach-valued orthomartingales
Published in Stochastic processes and their applications (01-09-2024)“…We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the…”
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3
Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences
Published in Statistics & probability letters (01-07-2024)“…In this note, we give sufficient conditions for the almost sure and the convergence in Lp of a U-statistic of order m built on a strictly stationary but not…”
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4
Some notes on ergodic theorem for $U$-statistics of order $m$ for stationary and not necessarily ergodic sequences: Some notes on ergodic theorems for$U$-statistics of order $m
Published in Statistics & probability letters (11-09-2023)“…In this note, we give sufficient conditions for the almost sure and the convergence in $\mathbb{L}^p$ of a $U$-statistic of order $m$ built on a strictly…”
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5
Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation
Published in Journal of mathematical analysis and applications (01-04-2021)“…We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The…”
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6
An exponential inequality for orthomartingale difference random fields and some applications
Published in Annales Henri Lebesgue (02-10-2023)Get full text
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7
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
Published in Stochastics (Abingdon, Eng. : 2005) (17-02-2022)“…We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d…”
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8
Holderian weak invariance principle under a Hannan type condition
Published in Stochastic processes and their applications (01-01-2016)“…We investigate the invariance principle in Hölder spaces for strictly stationary martingale difference sequences. In particular, we show that the sufficient…”
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Holderian Weak Invariance Principle for Stationary Mixing Sequences
Published in Journal of theoretical probability (01-03-2017)“…We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in Hölder spaces. Strong…”
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10
Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series
Published in Statistica Sinica (01-07-2023)Get full text
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11
Some remarks on the ergodic theorem for U -statistics
Published in Comptes rendus. Mathématique (10-11-2023)“…In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost…”
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12
Weak invariance principle in Besov spaces for stationary martingale differences
Published in Lithuanian mathematical journal (14-09-2017)“…The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary…”
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13
An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
Published 18-09-2024“…In this paper, we establish an exponential inequality for U-statistics of i.i.d. data, varying kernel and taking values in a separable Hilbert space. The bound…”
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14
Deviation and moment inequalities for Banach-valued $U$-statistics
Published 03-05-2024“…We show a deviation inequality for U-statistics of independent data taking values in a separable Banach space which satisfies some smoothness assumptions. We…”
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15
Weak and strong law of large numbers for strictly stationary Banach-valued random fields
Published 12-02-2024“…In this paper, we investigate the law of large numbers for strictly stationary random fields, that is, we provide sufficient conditions on the moments and the…”
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16
Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data
Published 09-11-2023“…In this paper, we investigate the functional central limit theorem and the Marcinkiewicz strong law of large numbers for U-statistics having absolutely regular…”
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Some notes on ergodic theorem for $U$-statistics of order $m$ for stationary and not necessarily ergodic sequences
Published 12-09-2023“…In this note, we give sufficient conditions for the almost sure and the convergence in $\mathbb{L}^p$ of a $U$-statistic of order $m$ built on a strictly…”
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18
An exponential inequality for orthomartingale differences random fields and some applications
Published 23-05-2023“…Annales Henri Lebesgue, Volume 6 (2023), pp. 575-594 In this paper, we establish an exponential inequality for random fields, which is applied in the context…”
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19
A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle
Published in Stochastic processes and their applications (01-11-2014)“…In 1983, N. Herrndorf proved that for a ϕ-mixing sequence satisfying the central limit theorem and lim infn→∞σn2/n>0, the weak invariance principle takes…”
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20
Deviation inequality for Banach-valued orthomartingales
Published 30-12-2022“…Stochastic Process. Appl.175(2024) We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression…”
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