Functional CLT for martingale-like nonstationary dependent structures
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Publication:2325370
DOI10.3150/18-BEJ1088zbMath1431.60035arXiv1803.11106OpenAlexW2975927704MaRDI QIDQ2325370
Magda Peligrad, Sergey Utev, Florence Merlevède
Publication date: 25 September 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.11106
functional central limit theoremprojective criteria\(\rho\)-mixing arraysdependent structuresnon-stationary triangular arrays
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items
Central limit theorems for martingales. I: Continuous limits ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity ⋮ Functional CLT for nonstationary strongly mixing processes ⋮ Functional CLT for martingale-like nonstationary dependent structures
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