On the functional central limit theorem for stationary processes
From MaRDI portal
Publication:1975231
DOI10.1016/S0246-0203(00)00111-4zbMath0949.60049OpenAlexW2080041034MaRDI QIDQ1975231
Publication date: 3 December 2000
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_2000__36_1_1_0
Related Items
Necessary and sufficient conditions for the conditional central limit theorem, Limit theorems for weighted Bernoulli random fields under Hannan's condition, On the functional CLT for stationary Markov chains started at a point, On the weak invariance principle for non-adapted stationary random fields under projective criteria, Exponential inequalities and functional central limit theorems for random fields, JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS, Central limit theorem for stationary linear processes, Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case, Iterated invariance principle for slowly mixing dynamical systems, WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS, On the weak invariance principle for stationary sequences under projective criteria, Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields, An empirical central limit theorem for dependent sequences, Remarks on limit theorems for reversible Markov processes and their applications, Persistence of sums of correlated increments and clustering in cellular automata, On the Product of Random Variables and Moments of Sums Under Dependence, A quenched weak invariance principle, Martingale-coboundary representation for stationary random fields, Inheritance of strong mixing and weak dependence under renewal sampling, Asymptotic behavior of weakly dependent aggregated processes, Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes, Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\), On the functional central limit theorem via martingale approximation, Testing Kendall's τ for a large class of dependent sequences, Central limit theorem for Fourier transforms of stationary processes, Weak dependence and GMM estimation of supOU and mixed moving average processes, Strong approximation of partial sums under dependence conditions with application to dynamical systems, A Bernstein type inequality and moderate deviations for weakly dependent sequences, Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas, Chung's law for additive functionals of positive recurrent Markov chains, Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate, On the Komlós, Major and Tusnády strong approximation for some classes of random iterates, Almost sure functional central limit theorems for weakly dependent sequences, On the weak invariance principle for non-adapted sequences under projective criteria, Holderian weak invariance principle for stationary mixing sequences, Conditional convergence to infinitely divisible distributions with finite variance, The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$, Coupling for \(\tau\)-dependent sequences and applications, Stationarity against integration in the autoregressive process with polynomial trend, A new maximal inequality and invariance principle for stationary sequences, New dependence coefficients. Examples and applications to statistics, Comparison between criteria leading to the weak invariance principle, On mean central limit theorems for stationary sequences, Pointwise ergodic theorems with rate and application to the CLT for Markov chains, Functional CLT for nonstationary strongly mixing processes, Large deviations and one-sided scaling limit of randomized multicolor box-ball system, REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS, On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes, Limit Theorems for Aggregated Linear Processes, A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications, A new covariance inequality and applications., The conditional central limit theorem in Hilbert spaces., Data driven smooth test of comparison for dependent sequences, Quenched Invariance Principles via Martingale Approximation
