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Weak invariance principles for sums of dependent random functions
Lajos Horvath Gregory Rice
, 2013, vol. 123, issue 2, pages 385-403
Stochastic Processes and their Applications Abstract:
Motivated by problems in functional data analysis, in this paper we prove the weak convergence of normalized partial sums of dependent random functions exhibiting a Bernoulli shift structure.
Keywords: Variables in Hilbert spaces; m–approximability; Weak convergence (search for similar items in EconPapers)
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