A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
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Publication:404595
DOI10.1016/j.spa.2014.06.008zbMath1323.60041arXiv1304.7960OpenAlexW2016055004MaRDI QIDQ404595
Publication date: 4 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.7960
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
Related Items (4)
On the invariance principle for reversible Markov chains ⋮ An improvement of the mixing rates in a counter-example to the weak invariance principle ⋮ Martingale-coboundary representation for stationary random fields ⋮ On limit theorems for fields of martingale differences
Cites Work
- On the central limit question under absolute regularity
- On the invariance principle of \(\rho\)-mixing sequences of random variables
- Asymptotic theory of weakly dependent stochastic processes
- On the weak invariance principle for non-adapted sequences under projective criteria
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- The invariance principle for ϕ-mixing sequences
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