The conditional central limit theorem in Hilbert spaces.

DOI10.1016/j.spa.2003.07.004zbMath1075.60501OpenAlexW1980535956MaRDI QIDQ2574610

Jérôme Dedecker, Florence Merlevède

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.07.004

zbMATH Keywords

weak invariance principlelinear processesstrong mixingstable convergencestrictly stationary processmixingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (21)

Schrödinger's equation as a consequence of the central limit theorem without assuming prior physical laws ⋮ Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces ⋮ Invariance principles for self-similar set-indexed random fields ⋮ Invariance principle via orthomartingale approximation ⋮ Projective Stochastic Equations and Nonlinear Long Memory ⋮ On limit theorems for Banach-space-valued linear processes ⋮ Characteristic function-based hypothesis tests under weak dependence ⋮ Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs ⋮ Marked empirical processes for non-stationary time series ⋮ On weak invariance principles for sums of dependent random functionals ⋮ Komlós-Major-Tusnády approximation under dependence ⋮ Nonlinear system theory: Another look at dependence ⋮ Strong invariance principles for dependent random variables ⋮ Asymptotic properties of a component-wise ARH(1) plug-in predictor ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Moderate deviations for stationary sequences of Hilbert-valued bounded random variables ⋮ Rates in the strong invariance principle for ergodic automorphisms of the torus ⋮ Parametric and nonparametric models and methods in financial econometrics ⋮ The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ ⋮ OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE ⋮ Hölderian invariance principle for Hilbertian linear processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Time series: theory and methods
• A maximal inequality and dependent strong laws
• On the invariance principle for nonstationary mixingales
• The law of large numbers and the central limit theorem in Banach spaces
• On mixing and stability of limit theorems
• The functional central limit theorem for strongly mixing processes
• Covariance inequalities for strongly mixing processes
• Sharp conditions for the CLT of linear processes in a Hilbert space
• On quantiles and the central limit question for strongly mixing sequences
• On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation
• Linear processes in function spaces. Theory and applications
• Necessary and sufficient conditions for the conditional central limit theorem
• The functional central limit theorem under the strong mixing condition
• Weak convergence and empirical processes. With applications to statistics
• On the functional central limit theorem for stationary processes
• The invariance principle for Banach space valued random variables
• A new covariance inequality and applications.
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Limit theorems for sums of weakly dependent Banach space valued random variables
• On the central limit theorem for stationary processes
• Mixing Conditions for Markov Chains
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Some Simple Conditions for Limit Theorems to Be Mixing
• Invariance principles for dependent variables

This page was built for publication: The conditional central limit theorem in Hilbert spaces.