Almost sure invariance principles for mixing sequences of random variables

Qi-Man Shao

Stochastic Processes and their Applications, 1993, vol. 48, issue 2, 319-334

Abstract: An almost sure invariance principle for stationary mixing sequences of random variables with mean zero and finite variance is obtained when the mixing rate satisfies [Sigma]nø(2n) 1. A similar result is also given under a higher moment condition.

Keywords: o-mixing; [rho]-mixing; partial; sums; almost; sure; invariance; principle; law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (17)

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