On the invariance principle for nonstationary mixingales

Cited In (42)

Invariance principles for stochastic area and related stochastic integrals
On linear processes with dependent innovations
Convergence rates in the law of large numbers for END linear processes with random coefficients
Alternative forms of fractional Brownian motion
Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
Functional central limit theorem via nonstationary projective conditions
Asymptotic behaviour of a class of stochastic approximation procedures
An invariance principle for dependent random variables
The central limit theorem for time series regression
Central limit theorem for stationary linear processes
Nonconventional limit theorems in averaging
Complete convergence theorems for \(L^{p}\)-mixingales.
Necessary and sufficient conditions for the conditional central limit theorem
Tensor Stein-rules in a generalized tensor regression model
Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
Convergence in ther-th mean and the Marcinkiewicz type weak law of large numbers for weighted sums ofL q-mixingale arrays
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Recursive U-quantiles
Optimal method in multiple regression with structural changes
Invariance principles for the law of the iterated logarithm under \(G\)-framework
Estimation of vector Armax models
Block bootstrap consistency under weak assumptions
An invariance principle for dependent random variables
Improved estimation in tensor regression with multiple change-points
Tests of specification for parametric and semiparametric models
A nonconventional invariance principle for random fields
Local linear fitting under near epoch dependence: uniform consistency with convergence rates
A class of Stein-rules in multivariate regression model with structural changes
Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
A criterion for tightness for a class of dependent random variables
Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
Recursive estimation of intensity function of a Poisson random field
An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
High-resolution asymptotics for the angular bispectrum of spherical random fields
External bootstrap tests for parameter stability.
The conditional central limit theorem in Hilbert spaces.
A global stopping rule for recursive density estimators
Functional CLT for martingale-like nonstationary dependent structures
Local linear fitting under near epoch dependence

This page was built for publication: On the invariance principle for nonstationary mixingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1242364)