Weak convergence of partial sums of absolutely regular sequences

DOI10.1016/0167-7152(84)90067-1zbMath0564.60025OpenAlexW1970823653MaRDI QIDQ1058228

Ernst Eberlein

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90067-1

zbMATH Keywords

asymptotic distributionstationary absolutely regular sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (19)

Weighted approximations of tail processes for \(\beta\)-mixing random variables. ⋮ Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data ⋮ Generalization bounds for non-stationary mixing processes ⋮ An invariance principle for sums and record times of regularly varying stationary sequences ⋮ The law of the iterated logarithm for empirical processes under absolute regularity ⋮ On the central limit theorem for \(U\)-statistics under absolute regularity ⋮ Test for tail index change in stationary time series with Pareto-type marginal distribution ⋮ Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals ⋮ CHANGE POINT TESTS FOR THE TAIL INDEX OFβ-MIXING RANDOM VARIABLES ⋮ Estimating beta-mixing coefficients via histograms ⋮ Statistics for heteroscedastic time series extremes ⋮ Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data ⋮ Cluster based inference for extremes of time series ⋮ Limit theorems for empirical processes of cluster functionals ⋮ Asymptotics for sliding blocks estimators of rare events ⋮ Weak convergence of the tail empirical process for dependent sequences ⋮ Test for tail index constancy of GARCH innovations based on conditional volatility ⋮ Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences ⋮ Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences

Cites Work

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• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Almost sure invariance principles for weakly dependent vector-valued random variables
• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• Some Limit Theorems for Random Functions. I

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