On the functional central limit theorem for stationary processes (Q1975231): Difference between revisions
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Revision as of 05:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the functional central limit theorem for stationary processes |
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On the functional central limit theorem for stationary processes (English)
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3 December 2000
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The Donsker-type invariance principle is proved for stationary processes with second order moments which satisfy the usual central limit theorem under conditions such as \(\alpha\)-mixing, \(\beta\)-mixing as well as stationary Markov chains. In the latter case, some examples of non-irreducible and non-\(\alpha\)-mixing chains to which these results apply are presented.
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strictly stationary process
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invariance principle
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strong mixing
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Markov chains
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