Self-Normalized Weak Invariance Principle for Mixing Sequences

Raluca Balan () and R. Kulik ()
Additional contact information
Raluca Balan: University of Ottawa, LRSP
R. Kulik: Wroclaw University and University of Ottawa

No lrsp-TRS417, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: In this article we give a necessary and su±cient condition for a selfnormalized weak invariance principle, in the case of a strictly stationary Á-mixing sequence fXjgj¸1. This is obtained under the assumptions that the function L(x) = EX2 1 1fjX1·xg is slowly varying at 1 and the mixing coe±cients satisfy Á1=2(n)

Keywords: Self-normalized; weak invariance principle; mixing sequences. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2005-03-30
New Economics Papers: this item is included in nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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