M. Peligrad

发表

An Invariance Principle for $\phi$-Mixing Sequences

M. Peligrad, 1985 .

A Bernstein type inequality and moderate deviations for weakly dependent sequences

E. Rio, M. Peligrad, F. Merlevède, 2009, 0902.0582.

Weak ergodicity and products of random matrices

O. Nerman, M. Peligrad, H. Cohn, 1993 .

On the empirical spectral distribution for matrices with long memory and independent rows

M. Peligrad, F. Merlevède, 2014, 1406.1216.

On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

M. Peligrad, F. Merlevède, Marwa Banna, 2015 .

Bernstein inequality and moderate deviations under strong mixing conditions

E. Rio, M. Peligrad, F. Merlevède, 2012, 1202.4777.

ON THE BLOCKWISE BOOTSTRAP FOR EMPIRICAL PROCESSES FOR STATIONARY SEQUENCES

M. Peligrad, Magda Peligrad, 1998 .

The central limit theorem for Tukey's 3R smoother

W. Bryc, M. Peligrad, 1992 .

Asymptotic variance of stationary reversible and normal Markov processes

George Deligiannidis, M. Peligrad, S. Utev, 2014, 1405.2411.

Central limit theorem for Fourier transform and periodogram of random fields

M. Peligrad, N. Zhang, 2017, Bernoulli.

Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time

Denis Bosq, Florence Merlevède, Magda Peligrad, 1999 .

Recent advances in the central limit theorem and its weak invariance principle for mixing sequences

Magda Peligrad, M. Peligrad, 1986 .

Central limit theorem for stationary linear processes

Magda Peligrad, Sergey Utev, M. Peligrad, 2005, math/0509682.

CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES

Magda Peligrad, Sergey Utev, M. Peligrad, 1997 .

On Strong Consistency of Kernel Estimators Under Dependence Assumptions

M. Peligrad, J. Deddens, T. Yang, 1987 .

Another approach to Brownian motion

M. Peligrad, S. Utev, 2005, math/0510513.

The convergence of moments in the central limit theorem for -mixing sequences of random variables

M. Peligrad, 1987 .

On Ibragimov–Iosifescu conjecture for φ-mixing sequences

M. Peligrad, 1990 .

Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

M. Peligrad, Yimin Xiao, Hailin Sang, 2021, Stochastic Processes and their Applications.

On the local limit theorems for lower psi-mixing Markov chains

M. Peligrad, F. Merlevède, C. Peligrad, 2021, 2110.10193.

Invariance principles under a two-part mixing assumption

R. C. Bradley, M. Peligrad, 1986 .

Invariance principle for stochastic processes with short memory

M. Peligrad, S. Utev, 2006, math/0612707.

Another approach to Brownian motion

M. Peligrad, S. Utev, 2005, math/0510513.

PR ] 1 S ep 2 02 2 On the quenched CLT for stationary Markov chains . Dedicated to Michael Lin ’ s 80 th birthday

M. Peligrad, 2022 .

Berry–Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GL d (ℝ

M. Peligrad, J. Dedecker, F. Merlevède, 2022, Comptes Rendus. Mathématique.

The limiting spectral distribution in terms of spectral density

M. Peligrad, C. Peligrad, 2016, 1601.04362.

Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions

M. Peligrad, J. Dedecker, F. Merlevède, 2022, 2211.00998.

On the Quenched Central Limit Theorem for Stationary Random Fields Under Projective Criteria

M. Peligrad, Na Zhang, L. Reding, 2019, Journal of Theoretical Probability.

Central Limit Theorem for Linear Processes with Infinite Variance

M. Peligrad, Hailin Sang, 2011, Journal of Theoretical Probability.

Central limit theorem for triangular arrays of non-homogeneous Markov chains

M. Peligrad, 2011, Probability Theory and Related Fields.

On the Spectral Density of Stationary Processes and Random Fields

M. Peligrad, M. Lifshits, 2016, Journal of Mathematical Sciences.

Quenched Invariance Principles for Orthomartingale-Like Sequences

M. Peligrad, D. Volný, 2019, Journal of Theoretical Probability.

On the Ibragimov-Iosifescu conjecture for φ-mixing sequences

M. Peligrad, 1987 .

Exact Moderate and Large Deviations for Linear Processes

M. Peligrad, W. Wu, Hailin Sang, 2011, 1111.0537.

On the almost sure central limit theorem

P. Révész, M. Peligrad, 1991 .

On the Quenched Central Limit Theorem for Stationary Random Fields Under Projective Criteria

M. Peligrad, N. Zhang, L. Reding, 2019, Journal of Theoretical Probability.

Quenched Invariance Principles for Orthomartingale-Like Sequences

M. Peligrad, D. Volný, 2018, Journal of Theoretical Probability.

PR ] 1 0 M ay 2 01 9 Quenched invariance principles for orthomartingale-like sequences

M. Peligrad, D. Volný, 2019 .

On the quenched CLT for stationary random fields under projective criteria

M. Peligrad, N. Zhang, L. Reding, 2018, 1809.08686.

Fe b 20 18 Quenched invariance principles for orthomartingale-like sequences

M. Peligrad, D. Volný, 2018 .

Quenched limit theorems for Fourier transforms and periodogram

M. Peligrad, D. Barrera, 2014, 1405.0834.

Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

M. Peligrad, F. Merlevède, 2011, 1103.3242.

On the functional CLT for reversible Markov Chains with nonlinear growth of the variance

M. Peligrad, M. Longla, C. Peligrad, 2011, 1112.2751.

Invariance principles for linear processes with application to isotonic regression

Magda Peligrad, J'erome Dedecker, Florence Merlevede, 2009, 0903.1951.

The Self-normalized Asymptotic Results for Linear Processes

M. Peligrad, Hailin Sang, 2015 .

Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains

M. Peligrad, C. Cuny, 2012 .

Central Limit Theorem for Linear Processes with Infinite Variance

M. Peligrad, Hailin Sang, 2011, 1105.6129.

ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY

M. Peligrad, Hailin Sang, 2010, Econometric Theory.

New robust confidence intervals for the mean under dependence

M. Peligrad, M. Longla, 2017, Journal of Statistical Planning and Inference.

Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions

M. Peligrad, 1992 .

Some remarks on coupling of dependent random variables

M. Peligrad, 2002 .

On the Coupling of Dependent Random Variables and Applications

M. Peligrad, F. Merlevède, 2002 .

A Note on the Uniform Laws for Dependent Processes Via Coupling

M. Peligrad, 2001 .

On the Weak Invariance Principle for Stationary Sequences under Projective Criteria

M. Peligrad, F. Merlevède, 2006 .

Self-normalized central limit theorem for sums of weakly dependent random variables

Magda Peligrad, Qi-Man Shao, Q. Shao, 1994 .

Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

Florence Merlevède, Magda Peligrad, Sergey Utev, 1997 .

Almost-Sure Results for a Class of Dependent Random Variables

Magda Peligrad, Allan Gut, A. Gut, 1999 .

A note on estimation of variance for [rho]-mixing sequences

Q. Shao, M. Peligrad, 1996 .

Estimation of the variance of partial sums for r-mixing random variables

Q. Shao, M. Peligrad, 1995 .

On the Central Limit Theorem for $\rho$-Mixing Sequences of Random Variables

Magda Peligrad, M. Peligrad, 1987 .

A note on the almost sure central limit theorem for weakly dependent random variables

Magda Peligrad, Qi-Man Shao, Q. Shao, 1995 .

Central limit theorem for fourier transforms of stationary processes.

Magda Peligrad, Wei Biao Wu, M. Peligrad, 2009, 0910.3451.

Recent advances in invariance principles for stationary sequences

Magda Peligrad, Sergey Utev, Florence Merlevede, 2006, math/0601315.

Functional CLT for martingale-like nonstationary dependent structures

M. Peligrad, S. Utev, F. Merlevède, 2018, Bernoulli.

Reflexive Operator Algebras on Banach Spaces

M. Peligrad, F. Merlevède, C. Peligrad, 2012, 1204.0551.

FA ] 7 J un 2 01 3 Reflexive Operator Algebras on Banach Spaces by

M. Peligrad, F. Merlevède, C. Peligrad, 2014 .

FA ] 2 A pr 2 01 2 Reflexive Operator Algebras on Banach Spaces by

M. Peligrad, F. Merlevède, C. Peligrad, 2013 .

Moderate deviations for stationary sequences of bounded random variables

M. Peligrad, S. Utev, J. Dedecker, 2007, 0711.3924.

On the local limit theorems for psi-mixing Markov chains

M. Peligrad, F. Merlevède, C. Peligrad, 2020, 2006.13361.

On the Product of Random Variables and Moments of Sums Under Dependence

M. Peligrad, 2016 .

On the Central Limit Theorem for Triangular Arrays of ϕ-Mixing Sequences

M. Peligrad, 1998 .

Invariance Principles for Mixing Sequences of Random Variables

Magda Peligrad, M. Peligrad, 1982 .

A MAXIMAL Lp-INEQUALITY FOR STATIONARY SEQUENCES AND ITS APPLICATIONS

M. Peligrad, S. Utev, Weibiao Wu, 2005 .

Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables

Magda Peligrad, Sergey Utev, M. Peligrad, 2003 .

Maximum of partial sums and an invariance principle for a class of weak dependent random variables

Magda Peligrad, M. Peligrad, 1998 .

Convergence rates of the strong law for stationary mixing sequences

M. Peligrad, 1985 .

Law of the iterated logarithm for the periodogram

M. Peligrad, F. Merlevède, C. Cuny, 2012, 1210.5032.

On the asymptotic normality of sequences of weak dependent random variables

Magda Peligrad, M. Peligrad, 1996 .

Martingale approximations for random fields

M. Peligrad, N. Zhang, 2017, 1708.08492.

Central limit theorem for Fourier transform and periodogram of random elds

M. Peligrad, 2017 .

PR ] 2 8 A ug 2 01 7 Martingale approximations for random fields

M. Peligrad, N. Zhang, 2022 .

On the normal approximation for random fields via martingale methods

M. Peligrad, N. Zhang, 2017, 1702.01143.

On the functional central limit theorem via martingale approximation

M. Peligrad, M. Gordin, 2009, 0910.3448.

A maximal _{}-inequality for stationary sequences and its applications

M. Peligrad, S. Utev, W. Wu, 2006 .

A new maximal inequality and invariance principle for stationary sequences

Magda Peligrad, Sergey Utev, M. Peligrad, 2004, math/0406606.

A criterion for tightness for a class of dependent random variables

M. Peligrad, 1982 .

An invariance principle for dependent random variables

M. Peligrad, 1981 .

2 9 Se p 20 05 Central limit theorem for stationary linear processes

M. Peligrad, S. Utev, 2006 .

Some aspects of modeling dependence in copula-based Markov chains

Magda Peligrad, Martial Longla, M. Peligrad, 2011, J. Multivar. Anal..

Conditional central limit theorem via martingale approximation

M. Peligrad, 2010, 1101.0174.

On the functional CLT via martingale approximation

M. Peligrad, M. Gordin, 2009 .

Functional moderate deviations for triangular ar- rays and applications

M. Peligrad, F. Merlevède, 2008, 0805.0617.

Convergence of Stopped Sums of Weakly Dependent Random Variables

M. Peligrad, 1999 .

Limit Theorems and the Law of Large Numbers for Martingale‐like Sequences

M. Peligrad, 1980 .

On fractional Brownian motion limits in one dimen- sional nearest-neighbor symmetric simple exclusion

M. Peligrad, S. Sethuraman, 2007, 0711.0017.

A new CLT for additive functionals of Markov chains

M. Peligrad, 2019, 1910.06712.

On the CLT for additive functionals of Markov chains

M. Peligrad, 2020, Electronic Communications in Probability.

On the functional CLT for stationary Markov Chains started at a point

M. Peligrad, C. Peligrad, D. Barrera, 2015, 1503.05532.

Quenched Invariance Principles via Martingale Approximation

M. Peligrad, 2013, 1304.4580.

Asymptotic properties for linear processes of functionals of reversible Markov Chains

M. Peligrad, 2012, 1205.5575.

A quenched weak invariance principle

M. Peligrad, J. Dedecker, F. Merlevède, 2012, 1204.4554.

Almost sure invariance principles via martingale approximation

M. Peligrad, F. Merlevède, C. Peligrad, 2011, 1103.6266.

Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains

M. Peligrad, C. Cuny, 2010, Journal of Theoretical Probability.

Central limit theorem started at a point for additive functionals of reversible Markov chains

M. Peligrad, C. Cuny, 2009, 0910.2631.

Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains

M. Peligrad, 2013 .

Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables

M. Peligrad, F. Merlevède, 2010 .

Universality of Limiting Spectral Distribution Under Projective Criteria

M. Peligrad, F. Merlevède, 2019, Progress in Probability.