Comparison between criteria leading to the weak invariance principle

DOI10.1214/07-AIHP123zbMath1182.60010arXiv0805.3450MaRDI QIDQ731668

Olivier Durieu, Dalibor Volný

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.3450

zbMATH Keywords

weak invariance principle; central limit theorem; stationary process; projective criterion; martingale approximation

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

28D05: Measure-preserving transformations

60F17: Functional limit theorems; invariance principles

Related Items

Invariance principle via orthomartingale approximation, Martingale-coboundary representation for stationary random fields, Quenched Invariance Principles via Martingale Approximation, A Fourth Moment Inequality for Functionals of Stationary Processes, Limit theorems for weighted Bernoulli random fields under Hannan's condition, On the functional CLT for stationary Markov chains started at a point, A quenched weak invariance principle, An invariance principle for stationary random fields under Hannan's condition, A conditional CLT which fails for ergodic components, On martingale approximations, Hölderian weak invariance principle under the Maxwell and Woodroofe condition, CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES

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