The invariance principle for associated processes

Thomas Birkel

Stochastic Processes and their Applications, 1987, vol. 27, 57-71

Abstract: In this paper we prove the invariance principle for associated processes, satisfying some moment conditions. No stationarity is required. Our results imply an extension to the nonstationary case of an invariance principle of Newman and Wright and an improvement of a central limit theorem of Cox and Grimmett.

Keywords: sequences; of; associated; random; variables; invariance; principle; central; limit; theorem (search for similar items in EconPapers)
Date: 1987
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