On the invariance principle of -mixing sequences of random variables
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Publication:1824933
zbMATH Open0683.60023MaRDI QIDQ1824933FDOQ1824933
Authors: Q. M. Shao 
Publication date: 1989
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
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- Estimation of the limit variance for sums under a new weak dependence condition
- A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
- The Invariance Principle for $\varphi$-Mixing Sequences
- A strong approximation for logarithmic averages of partial sums of random variables
- Functional central limit theorem via nonstationary projective conditions
- A new maximal inequality and invariance principle for stationary sequences
- Almost sure invariance principles for mixing sequences of random variables
- On the functional central limit theorem via martingale approximation
- Strong approximation for \(\rho \)-mixing sequences
- On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
- Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof
- An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
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- Rate of convergence for multiple change-points estimation of moving-average processes
- Functional CLT for martingale-like nonstationary dependent structures
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