Invariance principles under a two-part mixing assumption

Richard C. Bradley and Magda Peligrad

Stochastic Processes and their Applications, 1986, vol. 22, issue 2, 271-289

Abstract: Weak and strong invariance principles are established for strictly stationary sequences satisfying a mixing assumption which has two "parts", one based on the strong mixing condition with a polynomial mixing rate and the other based on the [varrho]-mixing condition.

Keywords: strictly; stationary; strong; mixing; conditions; weak; and; strong; invariance; principles (search for similar items in EconPapers)
Date: 1986
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