ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION
From MaRDI portal
Publication:3083432
DOI10.1142/S0219493711003188zbMath1215.60025MaRDI QIDQ3083432
Costel Peligrad, Magda Peligrad
Publication date: 21 March 2011
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)
Related Items
Asymptotics for a class of dependent random variables, Almost sure invariance principles via martingale approximation
Cites Work