The invariance principle for ϕ-mixing sequences
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Publication:3957709
DOI10.1007/BF00534180zbMath0494.60036OpenAlexW2334541874MaRDI QIDQ3957709
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00534180
Related Items (27)
On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits ⋮ The invariance principle for associated processes ⋮ Basic structure of the asymptotic theory in dynamic nonlinear econometric models ⋮ On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables ⋮ A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING ⋮ On the weak invariance principle for stationary sequences under projective criteria ⋮ The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples ⋮ The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Asymptotics for the linear kernel quantile estimator ⋮ On complete convergence for weighted sums of \(\varphi \)-mixing random variables ⋮ Parameter inference for time series with regular and seasonal unit roots ⋮ A functional central limit theorem for strongly mixing sequences of random variables ⋮ A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle ⋮ Predictive inference for travel time on transportation networks ⋮ Invariance principles in probability for stable processes generated by a class of dependent sequences ⋮ Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications ⋮ A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Moment inequality for \(\varphi \)-mixing sequences and its applications ⋮ An invariance principle for dependent random variables ⋮ On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences ⋮ Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences ⋮ A limit theorem for stationary \(\varphi{}\)-mixing sequences ⋮ The asymptotic properties of the estimators in a semiparametric regression model ⋮ A functional central limit theorem for \(\rho\) -mixing sequences ⋮ Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables
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