Invariance principles under weak dependence

Magda Peligrad

Journal of Multivariate Analysis, 1986, vol. 19, issue 2, 299-310

Abstract: The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley for strong mxing sequences of random variables, under a certain assumption about the size of the maximal coefficients of correlations. The convergence of the moments of order 2 + [delta] in the central limit theorem for this class of random variables is also obtained.

Keywords: maximal; correlation; strong; mixing; convergence; of; partial; sum; processes; to; Brownian; motion (search for similar items in EconPapers)
Date: 1986
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