Estimation of the limit variance for sums under a new weak dependence condition

DOI10.1080/02331888.2017.1397154zbMath1459.60063OpenAlexW2767779792MaRDI QIDQ5147565

Kacem Manel, Maume-Deschamps Véronique

Publication date: 27 January 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1397154

zbMATH Keywords

invariance principlevariance estimationmixing processesself normalized central limit theorem

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Self-normalized Cramér-type moderate deviations under dependence
• Self-normalized limit theorems: a survey
• Absolute regularity and ergodicity of Poisson count processes
• Weak convergence for weighted empirical processes of dependent sequences
• Probability and moment inequalities for sums of weakly dependent random variables, with applications
• Recent advances in invariance principles for stationary sequences
• Approximating martingales and the central limit theorem for strictly stationary processes
• Mixing: Properties and examples
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• Central limit theorem for linear processes
• A new weak dependence condition and applications to moment inequalities
• On the invariance principle of \(\rho\)-mixing sequences of random variables
• Estimation of variance of partial sums of an associated sequence of random variables
• Estimation of the variance for strongly mixing sequences
• Weak dependence. With examples and applications.
• Some mixing properties of conditionally independent processes
• Asymptotic Theory of Weakly Dependent Random Processes
• A functional central limit theorem for strongly mixing sequences of random variables
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Almost sure invariance principles for partial sums of weakly dependent random variables
• Invariance principles for dependent variables
• The Invariance Principle for Stationary Processes
• Some Limit Theorems for Stationary Processes

This page was built for publication: Estimation of the limit variance for sums under a new weak dependence condition