On weak invariance principles for sums of dependent random functionals

DOI10.1016/J.SPL.2013.06.014zbMath1287.60042OpenAlexW2025549717MaRDI QIDQ2435751

Moritz Jirak

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.014

zbMATH Keywords

weak invariance principleweakly dependent functionals

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

Related Items (13)

Optimal eigen expansions and uniform bounds ⋮ Adaptive bandwidth selection in the long run covariance estimator of functional time series ⋮ TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES ⋮ Testing for independence between functional time series ⋮ Functional Generalized Autoregressive Conditional Heteroskedasticity ⋮ Higher‐Order Accurate Spectral Density Estimation of Functional Time Series ⋮ On the asymptotic normality of kernel estimators of the long run covariance of functional time series ⋮ An introduction to functional data analysis and a principal component approach for testing the equality of mean curves ⋮ Inference for the autocovariance of a functional time series under conditional heteroscedasticity ⋮ On the CLT for discrete Fourier transforms of functional time series ⋮ Change point analysis of functional variance function with stationary error ⋮ Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach

Cites Work

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• Inference for functional data with applications
• Weakly dependent functional data
• Weak invariance principles for sums of dependent random functions
• Strong invariance principles for dependent random variables
• The conditional central limit theorem in Hilbert spaces.
• Non-strong mixing autoregressive processes
• Nonlinear system theory: Another look at dependence

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