Invariance principles for dependent variables
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Publication:4776673
DOI10.1007/BF00532611zbMATH Open0288.60034OpenAlexW2088376459MaRDI QIDQ4776673FDOQ4776673
Authors: Donald L. McLeish 
Publication date: 1975
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532611
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Cited In (72)
- Moment inequalities for sums of weakly dependent random fields
- Functional central limit theorem via nonstationary projective conditions
- A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING
- Convergence in ther-th mean and the Marcinkiewicz type weak law of large numbers for weighted sums ofL q-mixingale arrays
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
- Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
- A criterion for tightness for a class of dependent random variables
- Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
- Finitary codes and the law of the iterated logarithm
- Invariance principles for stochastic area and related stochastic integrals
- On linear processes with dependent innovations
- A functional central limit theorem for strongly mixing sequences of random variables
- Estimation of the limit variance for sums under a new weak dependence condition
- A parametric bootstrap test for cycles
- Weak convergence with random indices
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
- Convergence rates in the law of large numbers for END linear processes with random coefficients
- Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
- Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
- SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES
- \(\tau\)-estimators of regression models with structural change of unknown location
- Invariance principles for U-statistics and von Mises functionals
- Complete moment convergence for the dependent linear processes with random coefficients
- Asymptotic behaviour of a class of stochastic approximation procedures
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION
- An invariance principle for dependent random variables
- On the optimality of McLeish's conditions for the central limit theorem
- Mixing sequences, and mixingales in quantum probability spaces
- Structural change tests for simulated method of moments.
- On the weak invariance principle for stationary sequences under projective criteria
- Nonconventional limit theorems in averaging
- Complete convergence theorems for \(L^{p}\)-mixingales.
- Method of moment estimation in the COGARCH(1,1) model
- Understanding spurious regressions in econometrics
- Necessary and sufficient conditions for the conditional central limit theorem
- Low-pass filtered least squares estimators of cointegrating vectors
- Invariance principle for nonhomogeneous Markov chains
- Fractional Invariance Principle
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- Trends and random walks in macroeconomic time series
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
- Block bootstrap consistency under weak assumptions
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- A chi-square test for a unit root
- An invariance principle for dependent random variables
- A new covariance inequality and applications.
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- An empirical process central limit theorem for dependent non-identically distributed random variables
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- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- On spatial processes and asymptotic inference under near-epoch dependence
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Nonparametric spatial regression under near-epoch dependence
- Regression function estimation from dependent observations
- Split invariance principles for stationary processes
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
- The invariance principle for ϕ-mixing sequences
- Stein's method for nonconventional sums
- On the Cusum test for parameter changes in garch(1,1) Models
- A functional limit theorem for tapered empirical spectral functions
- External bootstrap tests for parameter stability.
- The conditional central limit theorem in Hilbert spaces.
- Invariance principles under weak dependence
- Functional CLT for martingale-like nonstationary dependent structures
- Local linear fitting under near epoch dependence
- Mixingales on Riesz spaces
- \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
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