Publications (42)
Central Limit Theorem for Linear Processes with Infinite Variance
Magda Peligrad, Hailin Sang
On the empirical spectral distribution for matrices with long memory and independent rows
Florence Merlevede, Magda Peligrad
Asymptotic variance of stationary reversible and normal Markov processes
George Deligiannidis, Magda Peligrad, Sergey Utev
Moderate deviations for stationary sequences of bounded random variables
Jérôme Dedecker, Florence Merlevède, Magda Peligrad +1
Asymptotic Properties of Self-Normalized Linear Processes with Long Memory
Magda Peligrad, Hailin Sang
Bernstein inequality and moderate deviations under strong mixing conditions
Florence Merlevède, Magda Peligrad, Emmanuel Rio
Functional moderate deviations for triangular arrays and applications
Florence Merlevede, Magda Peligrad
Law of the iterated logarithm for the periodogram
Christophe Cuny, Florence Merlevède, Magda Peligrad
Central limit theorem for Fourier transform and periodogram of random fields
Magda Peligrad, Na Zhang
On Functional CLT for Reversible Markov Chains with nonlinear growth of the Variance
Martial Longla, Costel Peligrad, Magda Peligrad
Quenched Invariance Principles via Martingale Approximation
Magda Peligrad
Some Aspects of Modeling Dependence in Copula-based Markov chains
Martial Longla, Magda Peligrad
Another approach to Brownian motion
Magda Peligrad, Sergey Utev
Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
Magda Peligrad
A quenched weak invariance principle
Jérôme Dedecker, Florence Merlevède, Magda Peligrad
On kernel estimators of density for reversible Markov chains
Martial Longla, Magda Peligrad, Hailin Sang
Invariance principles for linear processes with application to isotonic regression
Jérôme Dedecker, Florence Merlevède, Magda Peligrad
A Bernstein type inequality and moderate deviations for weakly dependent sequences
Florence Merlevède, Magda Peligrad, Emmanuel Rio
Martingale approximations for random fields
Magda Peligrad, Na Zhang
Almost Sure Invariance Principles via Martingale Approximation
Florence Merlevède, Costel Peligrad, Magda Peligrad
Quenched limit theorems for Fourier transforms and periodogram
David Barrera, Magda Peligrad
Functional CLT for martingale-like nonstationary dependent structures
Florence Merlevède, Magda Peligrad, Sergey Utev
On the normal approximation for random fields via martingale methods
Magda Peligrad, Na Zhang
On the functional central limit theorem via martingale approximation
Mikhail Gordin, Magda Peligrad
New robust confidence intervals for the mean under dependence
Martial Longla, Magda Peligrad
Conditional central limit theorem via martingale approximation
Magda Peligrad
The limiting spectral distribution in terms of spectral density
Costel Peligrad, Magda Peligrad
On the universality of spectral limit for random matrices with martingale differences entries
Florence Merlevède, Costel Peligrad, Magda Peligrad
Reflexive Operator Algebras on Banach Spaces
Florence Merlevède, Costel Peligrad, Magda Peligrad
Exact Moderate and Large Deviations for Linear Processes
Magda Peligrad, Hailin Sang, Yunda Zhong +1
Quenched invariance principles for orthomartingale-like sequences
Magda Peligrad, Dalibor Volný
Recent advances in invariance principles for stationary sequences
Florence Merlevède, Magda Peligrad, Sergey Utev
Asymptotic properties for linear processes of functionals of reversible Markov Chains
Magda Peligrad
A new maximal inequality and invariance principle for stationary sequences
Magda Peligrad, Sergey Utev
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
Florence Merlevède, Magda Peligrad
Central limit theorem for stationary linear processes
Magda Peligrad, Sergey Utev
Central limit theorem started at a point for additive functionals of reversible Markov chains
Christophe Cuny, Magda Peligrad
On the limiting spectral distribution for a large class of random matrices with correlated entries
Florence Merlevede, Magda Peligrad, Marwa Banna
Central limit theorem for Fourier transforms of stationary processes
Magda Peligrad, Wei Biao Wu
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
Magda Peligrad, Sunder Sethuraman
On the functional CLT for stationary Markov Chains started at a point
David Barrera, Costel Peligrad, Magda Peligrad
Invariance principle for stochastic processes with short memory
Magda Peligrad, Sergey Utev