Dalibor Volný

Finance · 2001–2014

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Mathematical Physics — 8 citations into it
• Statistics and Probability — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Dalibor Volný trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jérôme Dedecker
2. Wei Biao Wu
3. Peter Hall
4. Paul Doukhan

Papers from Dalibor Volný's perspective

Ordered by how strongly the researchers Dalibor Volný trusts endorse each paper. Same corpus, a different order for every researcher.

1. Mixing: Properties and Examples
2. Martingale approximations for sums of stationary processes
3. Introduction to strong mixing conditions
4. Independent and stationary sequences of random variables
5. On linear processes with dependent innovations
6. A new maximal inequality and invariance principle for stationary sequences
7. New dependence coefficients. Examples and applications to statistics
8. Nonlinear system theory: another look at dependence.
9. Central limit theorems for additive functionals of Markov chains
10. The central limit theorem for Markov chains with normal transition operators, started at a point

Their papers

• An invariance principle for stationary random fields under Hannan's condition (2014) — 46 citations
• On the Weak Invariance Principle for Non-Adapted Sequences under Projective Criteria (2007) — 58 citations
• Large deviations for martingales (2001) — 50 citations