An invariance principle for dependent random variables

DOI10.1007/BF01025871zbMath0485.60032MaRDI QIDQ5905104

Magda Peligrad

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

invariance principlemixingdependent random variables

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

Related Items

Necessary and sufficient conditions for the conditional central limit theorem, Central limit theorem for stationary linear processes, Basic structure of the asymptotic theory in dynamic nonlinear econometric models, An invariance principle for dependent random variables, The invariance principle for ϕ-mixing sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Another martingale convergence theorem
• On the invariance principle for nonstationary mixingales
• A generalization of martingales and two consequent convergence theorems
• On mixing sequences of random variables
• Limit Theorems and the Law of Large Numbers for Martingale-like Sequences
• Invariance principles for dependent variables
• Contributions to Central Limit Theory for Dependent Variables
• An invariance principle for mixing sequences of random variables