A functional central limit theorem for [varrho]-mixing sequences

Norbert Herrndorf

Journal of Multivariate Analysis, 1984, vol. 15, issue 1, 141-146

Abstract: In this note a functional central limit theorem for [varrho]-mixing sequences of I. A. Ibragimov (Theory Probab. Appl. 20 (1975), 135-141) is generalized to nonstationary sequences (Xn)n [set membership, variant] , satisfying some assumptions on the variances and the moment condition E Xn2 + b = O(nb/2-[epsilon]) for some b > 0, [epsilon] > 0.

Keywords: Maximal; correlation; wide; sense; stationary; convergence; of; partial; sum; processes; to; Brownian; motion (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (4)

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