Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition

DOI10.2996/KMJ/1138846576zbMATH Open0245.60006OpenAlexW1983075178MaRDI QIDQ5657428FDOQ5657428

Ken-ichi Yoshihara, Hiroshi Oodaira

Publication date: 1972

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138846576

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Some Limit Theorems for Stationary Processes
• Convergence of Distributions Generated by Stationary Stochastic Processes

Cited In (21)

• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
• A functional central limit theorem for strongly mixing sequences of random variables
• Invariance principles under a two-part mixing assumption
• Limit theorems and Markov approximations for chaotic dynamical systems
• The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
• INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES
• Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
• Strong convergence rate of estimators of change point and its application
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
• Subsampling for heteroskedastic time series
• Invariance principle for certain classes of random fields
• Limit theorems for non-hyperbolic automorphisms of the torus
• Testing for parameter stability in nonlinear autoregressive models
• Detection of multiple changes in a sequence of dependent variables
• Invariance principle for functions of stationarily connected Gaussian variables
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• On U-statistics and v. mise? statistics for weakly dependent processes
• Exponential inequalities for dependent random variables
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
• Self-normalized central limit theorem for sums of weakly dependent random variables

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