On weak invariance principles for partial sums
From MaRDI portal
Publication:2412501
DOI10.1007/s10959-016-0670-zzbMath1395.60038OpenAlexW2269297145MaRDI QIDQ2412501
Publication date: 23 October 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-016-0670-z
weak invariance principleplug-in estimatorinfinite dimensionweakly dependent processescovariance estimators
Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains
- The functional central limit theorem for a family of GARCH observations with applications
- Recent advances in invariance principles for stationary sequences
- Selection from a stable box
- Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost sure invariance principles for weakly dependent vector-valued random variables
- Time series: theory and methods.
- Strict stationarity of generalized autoregressive processes
- Approximation theorems for independent and weakly dependent random vectors
- Absolutely regular empirical processes and universal entropy
- Invariance principles for absolutely regular empirical processes
- New dependence coefficients. Examples and applications to statistics
- A uniform CLT for uniformly bounded families of martingale differences
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Strong invariance principles for dependent random variables
- Uniform CLT for empirical process
- A new covariance inequality and applications.
- Weak dependence. With examples and applications.
- ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS
- Invariance principle for stochastic processes with short memory
- A note on a theorem of Berkes and Philipp
- Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
- Limit theorems for sums of weakly dependent Banach space valued random variables
- An invariance principle for lattices of dependent random variables
- Asymptotic Statistics
- Strong approximation of very weak Bernoulli processes
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- Nonlinear system theory: Another look at dependence
- Distances of Probability Measures and Random Variables
- Central limit theorems for time series regression
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Analysis of Financial Time Series