A new weak dependence condition and applications to moment inequalities
A new weak dependence condition for random sequences is proposed which is formulated in terms of covariances between past and future observations. It is proved that the new definition includes mixing sequences, functions of associated and Gaussian sequences as well as Bernoulli shifts and models with Markovian representation. A version of functional central limit theorem under the considered type of dependence is proved and an invariance principle for empirical processes is established.
scientific article; zbMATH DE number 1792561
scientific article