On the dissipation of partial sums from a stationary strongly mixing sequence

DOI10.1016/0304-4149(94)00016-6MaRDI QIDQ1344952zbMATH OpenOpenAlexFDO

Authors Richard C. Bradley

Publication date 30 June 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)00016-6

zbMATH Keywords

distribution of partial sumsmaximal correlation coefficientstrongly mixing sequencesshift-tight

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites work

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• A Note on the Central Limit Theorems for Dependent Random Variables
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• An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
• Central limit theorems under weak dependence
• On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
• On Sequences of Pairs of Dependent Random Variables
• On recurrence
• On the Behavior of the Variances of Sums of Random Variables Forming a Stationary Process
• On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process
• Some Limit Theorems for Stationary Processes
• Stable limit distributions for strongly mixing sequences
• Stable limits for partial sums of dependent random variables
• Stationary strongly mixing sequences not satisfying the central limit theorem

Cited in

(3)

• On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables
• On the simultaneous behavior of the dependence coefficients associated with three mixing conditions
• Tightness bounds for strongly mixing random sequences

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