Weak invariance principles for sums of dependent random functions

DOI10.1016/J.SPA.2012.10.003zbMath1269.60040OpenAlexW2017572008MaRDI QIDQ1933592

Lajos Horváth, István Berkes, Gregory Rice

Publication date: 24 January 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.10.003

zbMATH Keywords

weak convergencemaximal inequality\(m\)-approximabilityBernoulli shift processvariables in Hilbert space

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

Related Items (33)

Convolutional autoregressive models for functional time series ⋮ Seasonal functional autoregressive models ⋮ TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES ⋮ Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Test of independence for functional data ⋮ Testing for independence between functional time series ⋮ Quantifying deviations from separability in space-time functional processes ⋮ KPSS test for functional time series ⋮ Break point detection for functional covariance ⋮ Functional Generalized Autoregressive Conditional Heteroskedasticity ⋮ Functional data analysis in the Banach space of continuous functions ⋮ INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES ⋮ On the asymptotic normality of kernel estimators of the long run covariance of functional time series ⋮ Detecting relevant changes in the spatiotemporal mean function ⋮ Two-sample and change-point inference for non-Euclidean valued time series ⋮ Nonstationary fractionally integrated functional time series ⋮ On weak invariance principles for sums of dependent random functionals ⋮ Long-Range Dependent Curve Time Series ⋮ Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics ⋮ An RKHS approach for pivotal inference in functional linear regression ⋮ An introduction to functional data analysis and a principal component approach for testing the equality of mean curves ⋮ A bootstrap-based KPSS test for functional time series ⋮ Approximation of \(L_2\)-processes by Gaussian processes ⋮ On the CLT for discrete Fourier transforms of functional time series ⋮ Testing stationarity of functional time series ⋮ Detecting structural breaks in eigensystems of functional time series ⋮ Test of change point versus long-range dependence in functional time series ⋮ Detection and localization of changes in a panel of densities ⋮ Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ A moment-based notion of time dependence for functional time series ⋮ Local Whittle estimation of long‐range dependence for functional time series ⋮ Statistical inference for the slope parameter in functional linear regression

This page was built for publication: Weak invariance principles for sums of dependent random functions