Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences

DOI10.1080/07474938.2011.520569zbMATH Open1213.60047OpenAlexW3123094158MaRDI QIDQ3086360FDOQ3086360

Authors: Nikolaos C. Kourogenis, Nikitas Pittis 

Publication date: 30 March 2011

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2011.520569

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zbMATH Keywords

central limit theoreminvariance principlemixing sequences

Mathematics Subject Classification ID

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

Cites Work

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• Testing for a unit root under errors with just barely infinite variance

Cited In (2)

• A note on mixingale limit theorems and stable convergence in law
• The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes

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