Invariance principles for linear processes with application to isotonic regression

DOI10.3150/10-BEJ273zbMath1284.60068arXiv0903.1951MaRDI QIDQ637091

Magda Peligrad, Florence Merlevède, Jérôme Dedecker

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.1951

zbMATH Keywords

fractional Brownian motion; invariance principles; linear processes; moment inequalities; isotonic regression; generalizations of martingales

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G22: Fractional processes, including fractional Brownian motion

60F17: Functional limit theorems; invariance principles

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Uses Software

• longmemo

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