Weak dependence: Models and applications
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This paper aims at a systematic introduction to a new weak dependence condition. The new dependence condition gives access to some classes of models which could not be studied by standard tools such as mixing. The authors also show that some standard models satisfy this property, including stationary Markov models, bilinear models, and more generally, Bernoulli shifts. In addition, the new dependence condition is applied to derive a weak Donsker invariance principle and the empirical CLT. For the entire collection see [Zbl 1005.00016].
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