A functional central limit theorem for \(\rho\) -mixing sequences

DOI10.1016/0047-259X(84)90073-3zbMath0547.60030MaRDI QIDQ799020

Norbert Herrndorf

Publication date: 1984

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

zbMATH Keywords

functional central limit theoremmaximal correlation

Mathematics Subject Classification ID

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

Related Items (8)

Invariance principles under weak dependence ⋮ Invariance principles under a two-part mixing assumption ⋮ Trends and random walks in macroeconomic time series ⋮ JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS ⋮ Multiple structural breaks in cointegrating regressions: a model selection approach ⋮ Central limit theorem by moments ⋮ A novel change-point approach for the detection of gas emission sources using remotely contained concentration data ⋮ Strong representation of an adaptive stochastic approximation procedure

Cites Work

• Unnamed Item
• Central limit theorems under weak dependence
• Invariance principles for mixing sequences of random variables
• The invariance principle for ϕ-mixing sequences
• A Note on the Central Limit Theorems for Dependent Random Variables
• Some Limit Theorems for Stationary Processes

This page was built for publication: A functional central limit theorem for \(\rho\) -mixing sequences