On the weak invariance principle for non-adapted sequences under projective criteria

DOI10.1007/s10959-007-0090-1zbMath1137.60016OpenAlexW2147602055MaRDI QIDQ2471130

Dalibor Volný, Jérôme Dedecker, Florence Merlevède

Publication date: 18 February 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0090-1

zbMATH Keywords

weak invariance principlecentral limit theoremmartingale approximationprojective criteriafunctions of linear processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (27)

Study of almost everywhere convergence of series by mean of martingale methods ⋮ Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the weak invariance principle for non-adapted stationary random fields under projective criteria ⋮ Limit theorems and inequalities via martingale methods ⋮ Moderate deviations of functional of Markov Processes ⋮ Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs ⋮ An invariance principle for non-adapted processes ⋮ Invariance principle via orthomartingale approximation ⋮ A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle ⋮ The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ Hölderian weak invariance principle under a Hannan type condition ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ On the functional central limit theorem via martingale approximation ⋮ Quenched central limit theorems for sums of stationary processes ⋮ Asymptotic distribution of least square estimators for linear models with dependent errors ⋮ Almost sure invariance principles via martingale approximation ⋮ On limit theorems for fields of martingale differences ⋮ An invariance principle for fractional Brownian sheets ⋮ On martingale approximations ⋮ Rates in the strong invariance principle for ergodic automorphisms of the torus ⋮ An empirical central limit theorem in L\(^1\) for stationary sequences ⋮ An asymptotic theory for sample covariances of Bernoulli shifts ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES ⋮ ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION ⋮ On the optimality of McLeish's conditions for the central limit theorem ⋮ Quenched Invariance Principles via Martingale Approximation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Covariance inequalities
• Limit theorem for polynomials of a linear process with long-range dependence
• On the weak invariance principle for stationary sequences under projective criteria
• The central limit theorem for time series regression
• A central limit theorem for functions of a Markov chain with applications to shifts
• Approximating martingales and the central limit theorem for strictly stationary processes
• A new maximal inequality and invariance principle for stationary sequences
• New dependence coefficients. Examples and applications to statistics
• Necessary and sufficient conditions for the conditional central limit theorem
• Martingale approximations for sums of stationary processes.
• On the functional central limit theorem for stationary processes
• On linear processes with dependent innovations
• The conditional central limit theorem in Hilbert spaces.
• Martingale approximation of non adapted stochastic processes with nonlinear growth of variance
• Heuristics for estimating contact area of supports in layered manufacturing
• The invariance principle for ϕ-mixing sequences
• On the central limit theorem for stationary processes
• On the central limit theorem and iterated logarithm law for stationary processes
• Invariance principles for dependent variables
• THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS

This page was built for publication: On the weak invariance principle for non-adapted sequences under projective criteria