On weak invariance principles for sums of dependent random functionals

DOI10.1016/J.SPL.2013.06.014MaRDI QIDQ2435751zbMATH OpenOpenAlexFDO

Authors Moritz Jirak

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

zbMATH Keywords

weak invariance principleweakly dependent functionals

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

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Cites work

• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 3211110 (Why is no real title available?)
• Inference for functional data with applications
• Non-strong mixing autoregressive processes
• Nonlinear system theory: Another look at dependence
• Strong invariance principles for dependent random variables
• The conditional central limit theorem in Hilbert spaces.
• Weak invariance principles for sums of dependent random functions
• Weakly dependent functional data

Cited in

(26)

• scientific article; zbMATH DE number 3876305 (Why is no real title available?)
• On weak invariance principles for partial sums
• Local Invariance Principle for Independent and Identically Distributed Random Variables
• Optimal eigen expansions and uniform bounds
• Inference for the lagged cross-covariance operator between functional time series
• scientific article; zbMATH DE number 3923769 (Why is no real title available?)
• Maximum of partial sums and an invariance principle for a class of weak dependent random variables
• The invariance principle for random sums of a double random sequence
• scientific article; zbMATH DE number 3848324 (Why is no real title available?)
• Weak Compactness of Random Sumsof Independent Random Variables
• Change point analysis of covariance functions: a weighted cumulative sum approach
• Functional generalized autoregressive conditional heteroskedasticity
• Weak invariance principles for sums of dependent random functions
• Higher-order accurate spectral density estimation of functional time series
• К принципу инвариантности
• scientific article; zbMATH DE number 3994645 (Why is no real title available?)
• Inference for the autocovariance of a functional time series under conditional heteroscedasticity
• scientific article; zbMATH DE number 2058885 (Why is no real title available?)
• Testing for independence between functional time series
• Change point analysis of functional variance function with stationary error
• 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
• scientific article; zbMATH DE number 919357 (Why is no real title available?)
• Adaptive bandwidth selection in the long run covariance estimator of functional time series
• 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

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