A functional central limit theorem for -mixing sequences

DOI10.1016/0047-259X(84)90073-3MaRDI QIDQ799020zbMATH OpenFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A Note on the Central Limit Theorems for Dependent Random Variables
• Central limit theorems under weak dependence
• Invariance principles for mixing sequences of random variables
• Some Limit Theorems for Stationary Processes
• The invariance principle for ϕ-mixing sequences

Cited in

(13)

• Trends and random walks in macroeconomic time series
• Invariance principles under weak dependence
• Strong representation of an adaptive stochastic approximation procedure
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
• Central limit theorem by moments
• The central limit theorem for \(\rho\)-mixing series patterns
• A central limit theorem for stochastic recursive sequences of topical operators
• JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
• Multiple structural breaks in cointegrating regressions: a model selection approach
• The central limit question under \(\rho\)-mixing
• Invariance principles under a two-part mixing assumption
• scientific article; zbMATH DE number 4145031 (Why is no real title available?)
• Central limit theorems for weighted d[0,1]-valued mixing sequences i. functional central limit theorems for weighted sums.

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