strong approximation theory of sample averages of serially dependent random vectors with dimensions growing with the sample … size. The strong approximation is first proved for heterogeneous martingale difference arrays and then extended to general …

novel result that establishes strong approximation for any general series estimator admitting linearization, which may be of … bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong … approximation of a sequence of series or kernel-based empirical processes by a sequence of penultimate Gaussian processes. These …

novel result that establishes strong approximation for any general series estimator admitting linearization, which may be of … bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong … approximation of a sequence of series or kernel-based empirical processes by a sequence of "penultimate" Gaussian processes. These …

behaviour of the test, we extend a strong approximation result for partial sums of a sequence of random variables. We also …