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

DOI10.2996/KMJ/1138846576MaRDI QIDQ5657428zbMATH OpenOpenAlexFDO

Authors Hiroshi Oodaira, Ken-ichi Yoshihara

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

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Some Limit Theorems for Stationary Processes

Cited in

(21)

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

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