Weak invariance principles for sums of dependent random functions
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Publication:1933592
DOI10.1016/J.SPA.2012.10.003zbMATH Open1269.60040OpenAlexW2017572008MaRDI QIDQ1933592FDOQ1933592
Authors: István Berkes, Lajos Horváth, Gregory Rice
Publication date: 24 January 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.10.003
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- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- Probability inequalities for sums of weakly dependent random variables
weak convergence\(m\)-approximabilitymaximal inequalityBernoulli shift processvariables in Hilbert space
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- Functional generalized autoregressive conditional heteroskedasticity
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- Local Whittle estimation of long-range dependence for functional time series
- Inference for the lagged cross-covariance operator between functional time series
- Break point detection for functional covariance
- Detecting structural breaks in eigensystems of functional time series
- Approximation of \(L_2\)-processes by Gaussian processes
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- Two-sample and change-point inference for non-Euclidean valued time series
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- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- On the CLT for discrete Fourier transforms of functional time series
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Test of independence for functional data
- Testing equality of means when the observations are from functional time series
- Weak Compactness of Random Sumsof Independent Random Variables
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