A functional central limit theorem for empirical processes under a strong mixing condition

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-012-9069-3 ◽

2012 ◽

Vol 15 (2) ◽

pp. 177-192

Author(s):

Cristina Tone

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Empirical Processes ◽

Functional Central Limit Theorem ◽

Strong Mixing ◽

Mixing Condition ◽

Functional Central Limit ◽

Strong Mixing Condition

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A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

Proceedings of the National Academy of Sciences ◽

10.1073/pnas.42.1.43 ◽

1956 ◽

Vol 42 (1) ◽

pp. 43-47 ◽

Author(s):

M. Rosenblatt

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Strong Mixing ◽

Mixing Condition ◽

Strong Mixing Condition

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A Maximal Inequality and a Functional Central Limit Theorem for set-indexed empirical processes

Results in Mathematics ◽

10.1007/bf03322161 ◽

1997 ◽

Vol 31 (1-2) ◽

pp. 189-194

Author(s):

Klaus Ziegler

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Maximal Inequality ◽

Empirical Processes ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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A Central Limit Theorem and a Strong Mixing Condition

Selected Works of Murray Rosenblatt ◽

10.1007/978-1-4419-8339-8_12 ◽

2011 ◽

pp. 90-94

Author(s):

Richard A. Davis ◽

Keh-Shin Lii ◽

Dimitris N. Politis

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Strong Mixing ◽

Mixing Condition ◽

Strong Mixing Condition

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A Strong Mixing Condition and a Central Limit Theorem on Compact Groups

Indiana University Mathematics Journal ◽

10.1512/iumj.1968.17.17008 ◽

1967 ◽

Vol 17 (2) ◽

pp. 189-198

Author(s):

M. Rosenblatt

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Strong Mixing ◽

Compact Groups ◽

Mixing Condition ◽

Strong Mixing Condition

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A counter example to central limit theorem in Hilbert spaces under a strong mixing condition

Electronic Communications in Probability ◽

10.1214/ecp.v19-3249 ◽

2014 ◽

Vol 19 (0) ◽

Author(s):

Davide Giraudo ◽

Dalibor Volny

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Hilbert Spaces ◽

Strong Mixing ◽

Mixing Condition ◽

Counter Example ◽

Strong Mixing Condition

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Functional Central Limit Theorem approximations and the distribution of the Dickey–Fuller test with strongly heteroskedastic data

Economics Letters ◽

10.1016/j.econlet.2004.09.008 ◽

2005 ◽

Vol 86 (3) ◽

pp. 427-433 ◽

Author(s):

Rossen Valkanov

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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A Hölderian functional central limit theorem for a multi-indexed summation process

Stochastic Processes and their Applications ◽

10.1016/j.spa.2006.12.006 ◽

2007 ◽

Vol 117 (8) ◽

pp. 1137-1164 ◽

Author(s):

Alfredas Račkauskas ◽

Charles Suquet ◽

Vaidotas Zemlys

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Summation Process ◽

Functional Central Limit

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A Functional Central Limit Theorem for Positively Dependent Random Variables

Journal of Multivariate Analysis ◽

10.1006/jmva.1993.1018 ◽

1993 ◽

Vol 44 (2) ◽

pp. 314-320 ◽

Author(s):

T. Birkel

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Variables ◽

Functional Central Limit Theorem ◽

Dependent Random Variables ◽

Functional Central Limit

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A Functional Central Limit Theorem for Semimartingales

Theory of Probability and Its Applications ◽

10.1137/1125084 ◽

1981 ◽

Vol 25 (4) ◽

pp. 667-688 ◽

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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The functional central limit theorem for the multivariate MS–ARMA–GARCH model

Economics Letters ◽

10.1016/j.econlet.2014.10.002 ◽

2014 ◽

Vol 125 (3) ◽

pp. 331-335 ◽

Author(s):

Oesook Lee ◽

Jungwha Lee

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Garch Model ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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