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

Cites Work

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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
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
Invariance principles for change-point problems under dependent random variables
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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