The functional central limit theorem for strongly mixing processes
From MaRDI portal
Publication:1316641
zbMath0790.60037MaRDI QIDQ1316641
Pascal Massart, Emmanuel Rio, Paul Doukhan
Publication date: 20 June 1994
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_1_63_0
functional central limit theoremstrictly stationarystrongly mixing sequenceDonsker-Prokhorov invariance principlestrong mixing function
Related Items
Necessary and sufficient conditions for the conditional central limit theorem, The functional central limit theorem under the strong mixing condition, On the functional CLT for stationary Markov chains started at a point, Central limit theorems and uniform laws of large numbers for arrays of random fields, Central limit theorem for stationary linear processes, Central limit theorem for linear processes, Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case, A covariance inequality under a two-part dependence assumption, On the central limit theorem for \(U\)-statistics under absolute regularity, Estimation for discretely observed diffusions using transform functions, Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology, Unnamed Item, Weak convergence of stochastic processes indexed by smooth functions, The bootstrap of the mean for strong mixing sequences under minimal conditions, A Dynamic Taylor’s law, Limit theorems for products of positive random matrices, On nonparametric classification for weakly dependent functional processes, Multivariate regression estimation: Local polynomial fitting for time series, On the asymptotic normality of sequences of weak dependent random variables, On a clustering criterion for dependent observations, Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains, A quenched weak invariance principle, A note on weak convergence of the sequential multivariate empirical process under strong mixing, Large and moderate deviations for bounded functions of slowly mixing Markov chains, On the CLT for stationary Markov chains with trivial tail sigma field, Functional central limit theorem via nonstationary projective conditions, A new CLT for additive functionals of Markov chains, Central limit theorems for high dimensional dependent data, Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities, On the quenched CLT for stationary Markov chains, A functional central limit theorem on non-stationary random fields with nested spatial structure, Spectral estimation in the presence of missing data, On the functional central limit theorem via martingale approximation, Testing Kendall's τ for a large class of dependent sequences, Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples, Unnamed Item, Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data, Unnamed Item, Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables, Gaussian linear model selection in a dependent context, Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes, On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance, Weakly dependent chains with infinite memory, Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models, Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity, Uniform CLT for empirical process, Coupling for \(\tau\)-dependent sequences and applications, Kernel density estimation for linear processes, Invariance principle for the coverage rate of genomic physical mappings, A semiparametric additive rate model for a modulated renewal process, Stationarity and geometric ergodicity of BEKK multivariate GARCH models, Nonparametric finite translation hidden Markov models and extensions, Functional CLT for nonstationary strongly mixing processes, Semi-nonparametric estimation and misspecification testing of diffusion models, Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables, Moment inequalities for sums of dependent random variables under projective conditions, Absolute regularity of semi-contractive GARCH-type processes, Least-square estimation for regression on random designs for absolutely regular observations, Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains, Asymptotic normality of the relative error regression function estimator for censored and time series data, Turbulent diffusion in Markovian flows, On the simultaneous behavior of the dependence coefficients associated with three mixing conditions, An analogue of the Baum-Katz theorem for weakly dependent random variables, Towards a nonparametric test of linearity for times series, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems, Nonasymptotic bounds for autoregressive time series modeling., Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection, A new covariance inequality and applications., The conditional central limit theorem in Hilbert spaces., About the Lindeberg method for strongly mixing sequences, Strong consistency of a kernel-based rule for spatially dependent data, Limit theorems for mixing sequences without rate assumptions, On the blockwise bootstrap for empirical processes for stationary sequences, A restricted dichotomy of equivalence classes for some measures of dependence, Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
