An invariance principle for dependent random variables

DOI10.1007/BF01025871MaRDI QIDQ5905104zbMATH OpenFDO

Authors Magda Peligrad

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01025871

zbMATH Keywords

dependent random variablesinvariance principlemixing

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48)

Cites work

• A generalization of martingales and two consequent convergence theorems
• An invariance principle for mixing sequences of random variables
• Another martingale convergence theorem
• Contributions to Central Limit Theory for Dependent Variables
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• Invariance principles for dependent variables
• Limit Theorems and the Law of Large Numbers for Martingale-like Sequences
• On mixing sequences of random variables
• On the invariance principle for nonstationary mixingales

Cited in

(5)

• Necessary and sufficient conditions for the conditional central limit theorem
• The invariance principle for ϕ-mixing sequences
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models
• An invariance principle for dependent random variables
• Central limit theorem for stationary linear processes

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