On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient

Magda Peligrad

Stochastic Processes and their Applications, 1992, vol. 42, issue 2, 181-193

Abstract: Weak invariance principles are established for strictly stationary weakly dependent sequences, having a decomposed strong mixing coefficient into two parts, one based on the strong mixing condition with a polynomial mixing rate and other based on the [rho]-mixing condition. The result is applied to the output of the Tukey '3R smoother'.

Keywords: strictly; stationary; sequence; strong; mixing; conditions; weak; invariance; principle (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (6)

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