ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION
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Publication:3083432
DOI10.1142/S0219493711003188zbMath1215.60025MaRDI QIDQ3083432
Costel Peligrad, Magda Peligrad
Publication date: 21 March 2011
Published in: Stochastics and Dynamics (Search for Journal in Brave)
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G44: Martingales with continuous parameter
60F17: Functional limit theorems; invariance principles
Related Items
Almost sure invariance principles via martingale approximation, Asymptotics for a class of dependent random variables
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