On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation
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Publication:1411349
DOI10.1023/A:1025668415566zbMath1038.60029MaRDI QIDQ1411349
Publication date: 27 October 2003
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Hilbert spaceweak invariance principlecentral limit theoremmartingale approximationstrong mixing sequence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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