Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Davide Giraudo"'
Autor:
Davide Giraudo
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 2, Pp 251-267 (2018)
Moment inequalities for a class of functionals of i.i.d. random fields are proved. Then rates are derived in the central limit theorem for weighted sums of such randoms fields via an approximation by m-dependent random fields.
Externí odkaz:
https://doaj.org/article/a191f04f24824217ae8928c0aed56c1b
Autor:
Davide Giraudo
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 66:508-533
Устанавливается экспоненциальное неравенство для вырожденных $U$-статистик порядка $r$, основанных на н.о.р. данных. Это неравенство позво
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b39f9bb918369acfba698ff3812e7ab1
https://doi.org/10.4213/tvp5392
https://doi.org/10.4213/tvp5392
We consider the empirical two-sample U-statistic with $$\beta$$ -mixing strictly stationary data and investigate its convergence in Skorohod spaces. We then provide an application of such convergence.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38fa318c39bbbd0b56bb016848c97024
http://arxiv.org/abs/2006.07624
http://arxiv.org/abs/2006.07624
Autor:
Davide Giraudo
Publikováno v:
Journal of Mathematical Analysis and Applications. 496:124792
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 study is done by the control of an appropriated maximal function. The case of orthomarting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::beb8e0ada070ac3b418c4f6ca5858ff0
https://doi.org/10.1016/j.jmaa.2020.124792
https://doi.org/10.1016/j.jmaa.2020.124792
Autor:
Davide Giraudo
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. random fields when the summation is done on rectangles. The study is done via the control of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72ed378455f6cf035f0aeff2a6b554e6
Autor:
Davide Giraudo
We establish an exponential inequality for degenerated $U$-statistics of order $r$ of i.i.d. data. This inequality gives a control of the tail of the maxima absolute values of the $U$-statistic by the sum of two terms: an exponential term and one inv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16faf2ec17d1f84466fb5af98d7c9555
Autor:
Davide Giraudo
In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central limit the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a809365a7910a89de3d927ba0f5ac9dc
https://hal.science/hal-02097836
https://hal.science/hal-02097836
Autor:
Davide Giraudo
Publikováno v:
Braz. J. Probab. Stat. 32, no. 1 (2018), 172-187
Brazilian Journal of Probability and Statistics
Brazilian Journal of Probability and Statistics, São Paulo, SP : Associação Brasileira de Estatística, 2018, 32 (1), pp.172-187. ⟨10.1214/16-BJPS336⟩
Brazilian Journal of Probability and Statistics
Brazilian Journal of Probability and Statistics, São Paulo, SP : Associação Brasileira de Estatística, 2018, 32 (1), pp.172-187. ⟨10.1214/16-BJPS336⟩
We investigate the weak invariance principle in Hölder spaces under some reinforcement of the Maxwell and Woodroofe condition. Optimality of the obtained condition is established.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3676e6d0c4f47636b4f0117ecdb2d7e6
https://projecteuclid.org/euclid.bjps/1520046139
https://projecteuclid.org/euclid.bjps/1520046139
Autor:
Alfredas Račkauskas, Davide Giraudo
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables are consid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6d2f0f70e31d1b2ac7acb443d3b0140
https://hal.archives-ouvertes.fr/hal-01392790
https://hal.archives-ouvertes.fr/hal-01392790
Autor:
Mohamed El Machkouri, Davide Giraudo
Publikováno v:
Stochastics and Dynamics
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (05), pp.1650017. ⟨10.1142/S0219493716500179⟩
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (5)
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (05), pp.1650017. ⟨10.1142/S0219493716500179⟩
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (5)
We provide a new projective condition for a stationary real random field indexed by the lattice [Formula: see text] to be well approximated by an orthomartingale in the sense of Cairoli (1969). Our main result can be viewed as a multidimensional vers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b58f3ff3e3aa29f94cf13bb412f03ad9
https://hal.archives-ouvertes.fr/hal-02375089
https://hal.archives-ouvertes.fr/hal-02375089