On Ibragimov-Iosifescu conjecture for [phi]-mixing sequences

Magda Peligrad

Stochastic Processes and their Applications, 1990, vol. 35, issue 2, 293-308

Abstract: The aim of this paper is to give new central limit theorems and invariance principles for [phi]-mixing sequences of random variables that support the Ibragimov-Iosifescu conjecture. A related conjecture is formulated and a positive answer is given for the distributions that have tails regularly varying with the exponent -2.

Keywords: [phi]-mixing; sequences; central; limit; theorem; invariance; principle (search for similar items in EconPapers)
Date: 1990
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