The regulation is only concerned with cookies that are not required to provide the service. It makes no differentiation between first party and third party - if you use cookies for anything optional (like analytics) you need consent. So you can have third party non-cookie analytics for example without a banner.
Do you know an analytics service that actually does this? I've seen a bunch of "consentless" analytics solutions that seem to be violating GDPR one way or another because they use the IP address as an identifier (or as part of one).
