Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360): Difference between revisions

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English	Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences	scientific article

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scholarly article

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title

Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (English)

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zbMATH Open document ID

1213.60047

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DOI

10.1080/07474938.2011.520569

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author

Nikolaos C. Kourogenis

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30 March 2011

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Mathematics Subject Classification ID

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central limit theorem

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invariance principle

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mixing sequences

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474938.2011.520569

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On the central limit question under absolute regularity

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A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance

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Basic properties of strong mixing conditions. A survey and some open questions

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Unit Root Tests under Time-Varying Variances

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Stochastic Limit Theory

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Q3753193

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On certain limit theorems of the theory of probability

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Association of Random Variables, with Applications

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Q5624436

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MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS

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Q3911791

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The invariance principle for ϕ-mixing sequences

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A functional central limit theorem for weakly dependent sequences of random variables

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A functional central limit theorem for strongly mixing sequences of random variables

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Some Limit Theorems for Stationary Processes

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Q5624460

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Q3875010

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On Strong Mixing Conditions for Stationary Gaussian Processes

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Testing for a unit root under errors with just barely infinite variance

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Dependent central limit theorems and invariance principles

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Invariance principles for dependent variables

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On the invariance principle for nonstationary mixingales

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The functional central limit theorem under the strong mixing condition

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Recent advances in invariance principles for stationary sequences

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An invariance principle for certain dependent sequences

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An invariance principle for \(\phi\)-mixing sequences

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Q3739955

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On the central limit theorem for \(\rho\)-mixing sequences of random variables

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On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences

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Time Series Regression with a Unit Root

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A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

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An invariance principle for the law of the iterated logarithm

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Sitelinks

Mathematics(1 entry)

mardi Publication:3086360

@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+On the central limit question under absolute regularity
+Normal rank
@@ Property / cites work @@
+A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Unit Root Tests under Time-Varying Variances
@@ Property / cites work: Unit Root Tests under Time-Varying Variances / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q3753193
@@ Property / cites work: Q3753193 / rank @@
+Normal rank
@@ Property / cites work @@
+On certain limit theorems of the theory of probability
+Normal rank
@@ Property / cites work @@
+Association of Random Variables, with Applications
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+The invariance principle for ϕ-mixing sequences
@@ Property / cites work: The invariance principle for ϕ-mixing sequences / rank @@
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for weakly dependent sequences of random variables
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for strongly mixing sequences of random variables
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3875010
@@ Property / cites work: Q3875010 / rank @@
+Normal rank
@@ Property / cites work @@
+On Strong Mixing Conditions for Stationary Gaussian Processes
+Normal rank
@@ Property / cites work @@
+Testing for a unit root under errors with just barely infinite variance
+Normal rank
@@ Property / cites work @@
+Dependent central limit theorems and invariance principles
+Normal rank
@@ Property / cites work @@
+Invariance principles for dependent variables
@@ Property / cites work: Invariance principles for dependent variables / rank @@
+Normal rank
@@ Property / cites work @@
+On the invariance principle for nonstationary mixingales
+Normal rank
@@ Property / cites work @@
+The functional central limit theorem under the strong mixing condition
+Normal rank
@@ Property / cites work @@
+Recent advances in invariance principles for stationary sequences
+Normal rank
@@ Property / cites work @@
+An invariance principle for certain dependent sequences
+Normal rank
@@ Property / cites work @@
+An invariance principle for \(\phi\)-mixing sequences
+Normal rank
@@ Property / cites work @@
+Q3739955
@@ Property / cites work: Q3739955 / rank @@
+Normal rank
@@ Property / cites work @@
+On the central limit theorem for \(\rho\)-mixing sequences of random variables
+Normal rank
@@ Property / cites work @@
+On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+An invariance principle for the law of the iterated logarithm
+Normal rank