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Weak invariance principles for sums of dependent random functions

István Berkes, Lajos Horvath and Gregory Rice

Stochastic Processes and their Applications, 2013, vol. 123, issue 2, pages 385-403

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)
Date: 2013
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