Invariance principles for mixing sequences of random variables
From MaRDI portal
Publication:1173333
DOI10.1214/aop/1176993718zbMath0503.60044OpenAlexW2031267062MaRDI QIDQ1173333
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993718
Related Items (59)
New robust confidence intervals for the mean under dependence ⋮ Invariance principles under weak dependence ⋮ Invariance principles under a two-part mixing assumption ⋮ On dominations between measures of dependence ⋮ Maximal moment inequality for partial sums of strong mixing sequences and application ⋮ On the weak invariance principle for stationary sequences under projective criteria ⋮ Detection of jump location curve in spatial linear regression model with two-dimensional threshold ⋮ A note on estimation of variance for \(\rho\)-mixing sequences ⋮ A strong approximation for logarithmic averages of partial sums of random variables ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Minimal conditions in \(p\)-stable limit theorems. II ⋮ Convergence rates of tail probabilities for sums under dependence assumptions ⋮ On the asymptotic normality of sequences of weak dependent random variables ⋮ On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications ⋮ Moment inequalities for mixing sequences of random variables ⋮ Convergence rates of the strong law for stationary mixing sequences ⋮ Kernel density estimators for random fields satisfying an interlaced mixing condition ⋮ Strong approximation for \(\rho \)-mixing sequences ⋮ On the quenched CLT for stationary Markov chains ⋮ On the functional central limit theorem via martingale approximation ⋮ Stable limit distributions for strongly mixing sequences ⋮ On conditionally mixing processes ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Estimation of the moments of weighted sums for mixing processes ⋮ Almost sure convergence rates for system identification using binary, quantized, and regular sensors ⋮ Precise rates in the law of the iterated logarithm under dependence assumptions ⋮ On a theorem of gordin ⋮ Exponential inequalities for dependent random variables ⋮ A general LIL for \(B\)-valued geometrically weighted series under dependent assumption ⋮ Sequential change-point detection for mixing random sequences under composite hypotheses ⋮ Least squares estimation of large dimensional threshold factor models ⋮ On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient ⋮ Laws of large numbers under dependence assumptions ⋮ Maximum of partial sums and an invariance principle for a class of weak dependent random variables ⋮ Holderian weak invariance principle for stationary mixing sequences ⋮ An invariance principle for dependent random variables ⋮ An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables ⋮ On Gebelein's correlation coefficient ⋮ A new maximal inequality and invariance principle for stationary sequences ⋮ TESTING FOR EXOGENEITY IN THRESHOLD MODELS ⋮ Strong stability of linear forms in φ-mixing random variables ⋮ Convergence to Lévy stable processes under some weak dependence conditions ⋮ Asymptotics for moving average processes with dependent innovations ⋮ Exponential inequalities for associated random variables and strong laws of large numbers ⋮ Strong law of large numbers and complete convergence for sequences of φ-mixing random variables ⋮ \(\alpha\)-stable limit theorems for sums of dependent random vectors ⋮ On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences ⋮ Domains of attraction of mixing sequences ⋮ A maximal moment inequality for \(\alpha \)-mixing sequences and its applications ⋮ Maximal moment inequality for partial sums of ρ-mixing sequences and its applications ⋮ Asymptotic normality of some kernel-type estimators of probability density ⋮ Optimal stopping and strong approximation theorems† ⋮ Limit theorems for mixing sequences without rate assumptions ⋮ A functional central limit theorem for \(\rho\) -mixing sequences ⋮ Spurious Regressions in Time Series with Long Memory ⋮ Almost sure invariance principles for mixing sequences of random variables ⋮ Bootstrapping the sample means for stationary mixing sequences ⋮ Moment inequalities for the partial sums of random variables ⋮ Self-normalized central limit theorem for sums of weakly dependent random variables
This page was built for publication: Invariance principles for mixing sequences of random variables