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An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance

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Publication:1801714
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zbMath0777.60028MaRDI QIDQ1801714

Qui-Man Shao

Publication date: 15 December 1993

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)


zbMATH Keywords

Wiener processweak invariance principleinfinite variancestrictly stationary sequence


Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)


Related Items

Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ On the dissipation of partial sums from a stationary strongly mixing sequence ⋮ Testing for a unit root under errors with just barely infinite variance ⋮ Precise rates in complete moment convergence for \(\rho \)-mixing sequences ⋮ Functional limit theorems for linear processes in the domain of attraction of stable laws ⋮ Convergence to Lévy stable processes under some weak dependence conditions ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ Central limit theorem for linear processes with infinite variance




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