Functional CLT for martingale-like nonstationary dependent structures

DOI10.3150/18-BEJ1088zbMath1431.60035arXiv1803.11106OpenAlexW2975927704MaRDI QIDQ2325370

Magda Peligrad, Sergey Utev, Florence Merlevède

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.11106

zbMATH Keywords

functional central limit theoremprojective criteria\(\rho\)-mixing arraysdependent structuresnon-stationary triangular arrays

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items

Central limit theorems for martingales. I: Continuous limits, Functional central limit theorem via nonstationary projective conditions, Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays, The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity, Functional CLT for nonstationary strongly mixing processes, Functional CLT for martingale-like nonstationary dependent structures

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