On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences

DOI10.1016/0304-4149(90)90008-GzbMath0712.60020WikidataQ122914602 ScholiaQ122914602MaRDI QIDQ749008

Magda Peligrad

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergencestrictly stationaryregularly varyingslowly varying

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

Related Items (20)

On the dissipation of partial sums from a stationary strongly mixing sequence ⋮ Convergence of moments for strictly stationary sequences ⋮ On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables ⋮ On the weak invariance principle for stationary sequences under projective criteria ⋮ On the local limit theorems for psi-mixing Markov chains ⋮ On Marcinkiewicz-Zygmund laws ⋮ On the Product of Random Variables and Moments of Sums Under Dependence ⋮ Marcinkiewicz laws with infinite moments ⋮ A weak law of large numbers for maxima ⋮ Relative stability in strictly stationary random sequences ⋮ A note on Marcinkiewicz laws for strictly stationary \(\varphi\)-mixing sequences ⋮ Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications ⋮ Testing for a unit root under errors with just barely infinite variance ⋮ Moment inequality for \(\varphi \)-mixing sequences and its applications ⋮ On the local limit theorems for lower psi-mixing Markov chains ⋮ Relative stability for strictly stationary sequences ⋮ On limit theorems for continued fractions ⋮ Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences ⋮ Almost sure relative stability of the maximum of a stationary sequence ⋮ Limit theorems for mixing sequences without rate assumptions

Cites Work

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• Convergence of sums of mixing triangular arrays of random vectors with stationary rows
• Extremes and related properties of random sequences and processes
• An invariance principle for \(\phi\)-mixing sequences
• Central limit theorems for mixing sequences of random variables under minimal conditions
• Asymptotic normality of trimmed sums of \(\Phi\)-mixing random variables
• A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
• Invariance principles for mixing sequences of random variables
• Convergence rates and r-quick versions of the strong law for stationary mixing sequences
• The invariance principle for ϕ-mixing sequences
• A Note on the Central Limit Theorems for Dependent Random Variables
• Moment Convergence of Sample Extremes

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