A functional central limit theorem for -mixing sequences

DOI10.1016/0047-259X(84)90073-3zbMATH Open0547.60030MaRDI QIDQ799020FDOQ799020

Authors: Norbert Herrndorf 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

functional central limit theoremmaximal correlation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Some Limit Theorems for Stationary Processes
• Invariance principles for mixing sequences of random variables
• A Note on the Central Limit Theorems for Dependent Random Variables
• The invariance principle for ϕ-mixing sequences
• Central limit theorems under weak dependence

Cited In (13)

• Invariance principles under a two-part mixing assumption
• Multiple structural breaks in cointegrating regressions: a model selection approach
• The central limit question under \(\rho\)-mixing
• Trends and random walks in macroeconomic time series
• The central limit theorem for \(\rho\)-mixing series patterns
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
• A central limit theorem for stochastic recursive sequences of topical operators
• JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
• Title not available (Why is that?)
• Central limit theorems for weighted d[0,1]-valued mixing sequences i. functional central limit theorems for weighted sums.
• Central limit theorem by moments
• Invariance principles under weak dependence
• Strong representation of an adaptive stochastic approximation procedure

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