On weak invariance principles for sums of dependent random functionals
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Publication:2435751
DOI10.1016/J.SPL.2013.06.014zbMATH Open1287.60042OpenAlexW2025549717MaRDI QIDQ2435751FDOQ2435751
Publication date: 19 February 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.014
Recommendations
Nonparametric hypothesis testing (62G10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)
Cites Work
- Inference for functional data with applications
- Non-strong mixing autoregressive processes
- Title not available (Why is that?)
- Nonlinear system theory: Another look at dependence
- Weakly dependent functional data
- Strong invariance principles for dependent random variables
- Title not available (Why is that?)
- Weak invariance principles for sums of dependent random functions
- The conditional central limit theorem in Hilbert spaces.
Cited In (23)
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series
- Title not available (Why is that?)
- Testing for independence between functional time series
- Local Invariance Principle for Independent and Identically Distributed Random Variables
- Title not available (Why is that?)
- Functional Generalized Autoregressive Conditional Heteroskedasticity
- Title not available (Why is that?)
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- Optimal eigen expansions and uniform bounds
- Title not available (Why is that?)
- Title not available (Why is that?)
- Weak invariance principles for sums of dependent random functions
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity
- Title not available (Why is that?)
- 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
- Change point analysis of functional variance function with stationary error
- Weak Compactness of Random Sumsof Independent Random Variables
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