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

DOI10.1080/07474938.2011.520569MaRDI QIDQ3086360zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

central limit theoreminvariance principlemixing sequences

Mathematics Subject Classification ID

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

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• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
• A functional central limit theorem for strongly mixing sequences of random variables
• A functional central limit theorem for weakly dependent sequences of random variables
• An invariance principle for \(\phi\)-mixing sequences
• An invariance principle for certain dependent sequences
• An invariance principle for the law of the iterated logarithm
• Association of Random Variables, with Applications
• Basic properties of strong mixing conditions. A survey and some open questions
• Dependent central limit theorems and invariance principles
• Invariance principles for dependent variables
• MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
• On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
• On Strong Mixing Conditions for Stationary Gaussian Processes
• On certain limit theorems of the theory of probability
• On the central limit question under absolute regularity
• On the central limit theorem for \(\rho\)-mixing sequences of random variables
• On the invariance principle for nonstationary mixingales
• Recent advances in invariance principles for stationary sequences
• Some Limit Theorems for Stationary Processes
• Stochastic Limit Theory
• Testing for a unit root under errors with just barely infinite variance
• The functional central limit theorem under the strong mixing condition
• The invariance principle for ϕ-mixing sequences
• Time Series Regression with a Unit Root
• Unit Root Tests under Time-Varying Variances

Cited in

(2)

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

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