| A Bernstein type inequality and moderate deviations for weakly dependent sequences F Merlevède, M Peligrad, E Rio Probability Theory and Related Fields 151, 435-474, 2011 | 220 | 2011 |
| Bernstein inequality and moderate deviations under strong mixing conditions F Merlevede, M Peligrad, E Rio High dimensional probability V: the Luminy volume 5, 273-293, 2009 | 177 | 2009 |
| Recent advances in invariance principles for stationary sequences F Merlevède, M Peligrad, S Utev | 173 | 2006 |
| Necessary and sufficient conditions for the conditional central limit theorem J Dedecker, F Merlevède The Annals of Probability 30 (3), 1044-1081, 2002 | 102 | 2002 |
| On the weak invariance principle for non-adapted sequences under projective criteria J Dedecker, F Merlevède, D Volný Journal of Theoretical Probability 20, 971-1004, 2007 | 69 | 2007 |
| Sharp conditions for the CLT of linear processes in a Hilbert space F Merlevède, M Peligrad, S Utev Journal of Theoretical Probability 10 (3), 681-693, 1997 | 66 | 1997 |
| Strong invariance principles with rate for “reverse” martingale differences and applications C Cuny, F Merlevède Journal of Theoretical Probability 28, 137-183, 2015 | 61 | 2015 |
| The functional central limit theorem under the strong mixing condition F Merlevede, M Peligrad Annals of probability, 1336-1352, 2000 | 60 | 2000 |
| On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries M Banna, F Merlevède, M Peligrad Stochastic Processes and their Applications 125 (7), 2700-2726, 2015 | 56 | 2015 |
| The conditional central limit theorem in Hilbert spaces J Dedecker, F Merlevède Stochastic processes and their applications 108 (2), 229-262, 2003 | 55 | 2003 |
| Asymptotic normality for density kernel estimators in discrete and continuous time D Bosq, F Merlevède, M Peligrad Journal of multivariate analysis 68 (1), 78-95, 1999 | 54 | 1999 |
| Adaptive estimation of the stationary density of discrete and continuous time mixing processes F Comte, F Merlevède ESAIM: Probability and Statistics 6, 211-238, 2002 | 52 | 2002 |
| Functional Gaussian approximation for dependent structures F Merlevède, M Peligrad, S Utev Oxford University Press, 2019 | 49 | 2019 |
| Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains J Dedecker, S Gouëzel, F Merlevede Annales de l'IHP Probabilités et statistiques 46 (3), 796-821, 2010 | 44 | 2010 |
| On martingale approximations and the quenched weak invariance principle C Cuny, F Merlevède The Annals of Probability 42 (2), 760-793, 2014 | 40 | 2014 |
| On the empirical spectral distribution for matrices with long memory and independent rows F Merlevede, M Peligrad Stochastic Processes and their Applications 126 (9), 2734-2760, 2016 | 39 | 2016 |
| Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples F Merlevède, M Peligrad | 39 | 2013 |
| Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes M Banna, F Merlevède Journal of Theoretical Probability 28, 745-783, 2015 | 34 | 2015 |
| Invariance principles for linear processes with application to isotonic regression J Dedecker, F Merlevède, M Peligrad | 34 | 2011 |
| The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in J Dedecker, F Merlevède ESAIM: Probability and Statistics 11, 102-114, 2007 | 33 | 2007 |
