An invariance principle for non-adapted processes

DOI10.1016/j.crma.2007.05.009zbMath1123.60019OpenAlexW2079611823MaRDI QIDQ2381993

Jana Klicnarová, Dalibor Volný

Publication date: 26 September 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.05.009

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

Related Items (1)

A nonadapted version of the invariance principle of Peligrad and Utev

Cites Work

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• A new maximal inequality and invariance principle for stationary sequences
• Necessary and sufficient conditions for the conditional central limit theorem
• Central limit theorems for additive functionals of Markov chains.
• Martingale approximations for sums of stationary processes.
• On the weak invariance principle for non-adapted sequences under projective criteria
• Martingale approximation of non adapted stochastic processes with nonlinear growth of variance

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