ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION

DOI10.1142/S0219493711003188zbMath1215.60025MaRDI QIDQ3083432

Costel Peligrad, Magda Peligrad

Publication date: 21 March 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremmartingale approximationGaussian limit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Asymptotics for a class of dependent random variables ⋮ Almost sure invariance principles via martingale approximation

Cites Work

• Unnamed Item
• On martingale approximations
• A new maximal inequality and invariance principle for stationary sequences
• On the weak invariance principle for non-adapted sequences under projective criteria

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