Deviation inequalities for dependent sequences with applications to strong approximations
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DOI: 10.1016/j.spa.2024.104377
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- Dedecker, J. & Merlevède, F., 2015. "Moment bounds for dependent sequences in smooth Banach spaces," Stochastic Processes and their Applications, Elsevier, vol. 125(9), pages 3401-3429.
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- Kendall, Wilfrid S. & Montana, Giovanni, 2002. "Small sets and Markov transition densities," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 177-194, June.
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Keywords
Invariance principles; Rates of convergence; Deviation inequality; Dependent sequences;All these keywords.
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