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, 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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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:123:y:2013:i:2:p:385-403

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DOI: 10.1016/j.spa.2012.10.003

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