Invariance principles for mixing sequences of random variables

Cited in

(62)

Asymptotic normality of some kernel-type estimators of probability density
Domains of attraction of mixing sequences
An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables
Laws of large numbers under dependence assumptions
Invariance principles under weak dependence
Detection of jump location curve in spatial linear regression model with two-dimensional threshold
Exponential inequalities for dependent random variables
\(\alpha\)-stable limit theorems for sums of dependent random vectors
Asymptotics for moving average processes with dependent innovations
Strong approximation for \(\rho \)-mixing sequences
On Gebelein's correlation coefficient
Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
Convergence rates of the strong law for stationary mixing sequences
Almost sure convergence rates for system identification using binary, quantized, and regular sensors
Maximum of partial sums and an invariance principle for a class of weak dependent random variables
On the asymptotic normality of sequences of weak dependent random variables
An invariance principle for dependent random variables
Convergence rates of tail probabilities for sums under dependence assumptions
Sequential change-point detection for mixing random sequences under composite hypotheses
Optimal stopping and strong approximation theorems†
On conditionally mixing processes
Testing for exogeneity in threshold models
New robust confidence intervals for the mean under dependence
Almost sure invariance principles for mixing sequences of random variables
Maximal moment inequality for partial sums of \(\rho\)-mixing sequences and its applications
On the weak invariance principle for stationary sequences under projective criteria
The Berry-Esseen bound for \(\rho\)-mixing random variables and its applications in nonparametric regression model
Limit theorems for mixing sequences without rate assumptions
Self-normalized central limit theorem for sums of weakly dependent random variables
Bootstrapping the sample means for stationary mixing sequences
Stable limit distributions for strongly mixing sequences
Maximal moment inequality for partial sums of strong mixing sequences and application
Spurious regressions in time series with long memory
Estimation of the moments of weighted sums for mixing processes
A note on estimation of variance for \(\rho\)-mixing sequences
A strong approximation for logarithmic averages of partial sums of random variables
Strong law of large numbers and complete convergence for sequences of φ-mixing random variables
Kernel density estimators for random fields satisfying an interlaced mixing condition
On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
A new maximal inequality and invariance principle for stationary sequences
On a theorem of gordin
A general LIL for \(B\)-valued geometrically weighted series under dependent assumption
Moment inequalities for mixing sequences of random variables
On the functional central limit theorem via martingale approximation
Holderian weak invariance principle for stationary mixing sequences
Moment inequalities for the partial sums of random variables
A functional central limit theorem for \(\rho\) -mixing sequences
On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
Least squares estimation of large dimensional threshold factor models
Invariance principles under a two-part mixing assumption
Precise rates in the law of the iterated logarithm under dependence assumptions
On dominations between measures of dependence
Convergence to Lévy stable processes under some weak dependence conditions
Minimal conditions in \(p\)-stable limit theorems. II
A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
Exponential inequalities for associated random variables and strong laws of large numbers
Strong stability of linear forms in \(\varphi\)-mixing random variables
Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
On the quenched CLT for stationary Markov chains
Robust inference on infinite and growing dimensional time-series regression
On Berry-Esséen bound of frequency polygon estimation under \(\rho\)-mixing samples

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