On weak invariance principles for partial sums
From MaRDI portal
Recommendations
Cites work
- A new covariance inequality and applications.
- A note on a theorem of Berkes and Philipp
- A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains
- A uniform CLT for uniformly bounded families of martingale differences
- Absolutely regular empirical processes and universal entropy
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
- Almost sure invariance principles for weakly dependent vector-valued random variables
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- An invariance principle for lattices of dependent random variables
- An invariance principle for weakly dependent stationary general models
- Analysis of Financial Time Series
- Approximation theorems for independent and weakly dependent random vectors
- Asymptotic behavior of trimmed sums
- Asymptotic Statistics
- Central limit theorems for time series regression
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Distances of Probability Measures and Random Variables
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 922032 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3195855 (Why is no real title available?)
- Introduction to strong mixing conditions. Vol. 1.
- Invariance principle for stochastic processes with short memory
- Invariance principles for absolutely regular empirical processes
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Limit theorems for sums of weakly dependent Banach space valued random variables
- New dependence coefficients. Examples and applications to statistics
- Nonlinear system theory: Another look at dependence
- Recent advances in invariance principles for stationary sequences
- Selection from a stable box
- Strict stationarity of generalized autoregressive processes
- Strong approximation of very weak Bernoulli processes
- Strong invariance principles for dependent random variables
- The functional central limit theorem for a family of GARCH observations with applications
- Time series: theory and methods.
- Uniform CLT for empirical process
- Weak and L^p-invariance principles for sums of B-valued random variables
- Weak dependence. With examples and applications.
Cited in
(4)
This page was built for publication: On weak invariance principles for partial sums
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2412501)