Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

DOI10.1080/07474938.2011.520569zbMath1213.60047OpenAlexW3123094158MaRDI QIDQ3086360

Nikitas Pittis, Nikolaos C. Kourogenis

Publication date: 30 March 2011

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2011.520569

zbMATH Keywords

central limit theoreminvariance principlemixing sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

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