Independence of Four Projective Criteria for the Weak Invariance Principle

zbMath1169.60005arXiv0804.1848MaRDI QIDQ3623893

Olivier Durieu

Publication date: 27 April 2009

Full work available at URL: https://arxiv.org/abs/0804.1848

zbMATH Keywords

weak invariance principlemartingale approximationprojective criteria

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Functional limit theorems; invariance principles (60F17)

Related Items (10)

Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the functional CLT for stationary Markov chains started at a point ⋮ Invariance principle via orthomartingale approximation ⋮ A quenched weak invariance principle ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Hölderian weak invariance principle under the Maxwell and Woodroofe condition ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ Functional CLT for martingale-like nonstationary dependent structures ⋮ Quenched Invariance Principles via Martingale Approximation

This page was built for publication: Independence of Four Projective Criteria for the Weak Invariance Principle