Peligrad, Magda
- Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
2010/12/29 by Magda Peligrad, Peligrad, Magda · 7 citations
Computer Science · Mathematics · #60F05 #60G48 #60J10 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
2009/02/03 by Florence Merlevède, Merlevède, Florence, Magda Peligrad +3 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
- On the local limit theorems for lower psi-mixing Markov chains
2021/10/19 by Merlevède, Florence, Peligrad, Magda, Peligrad, Costel · 5 citations
#FOS: Mathematics #Probability (math.PR)
- On the local limit theorems for psi-mixing Markov chains
2020/06/23 by Merlevède, Florence, Peligrad, Magda, Peligrad, Costel · 4 citations
#60F05 #60J05 #FOS: Mathematics #Probability (math.PR)
- Functional CLT for martingale-like nonstationary dependent structures
2018/03/29 by Merlevède, Florence, Peligrad, Magda, Utev, Sergey · 2 citations
#60F17 #60G48 #FOS: Mathematics #Probability (math.PR)
- A quenched weak invariance principle
2012/04/20 by Dedecker, Jérôme, Merlevède, Florence, Peligrad, Magda · 1 citation
#60F05 #60F17 #60J05 #FOS: Mathematics #Probability (math.PR)
- On the quenched CLT for stationary Markov chains
2022/09/01 by Peligrad, Magda · 1 citation
#60F05 #60F15 #60G10 #60J05 #FOS: Mathematics #Probability (math.PR)
- Central limit theorem for Fourier transform and periodogram of random fields
2017/03/23 by Magda Peligrad, Peligrad, Magda, Na Zhang +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G10 #60G12 #FOS: Mathematics #Financial Risk and Volatility Modeling #Geometry and complex manifolds #Primary: 60F05 #Probability (math.PR) #Secondary: 42B05 #Stochastic processes and financial applications