Functional CLT for nonstationary strongly mixing processes

Florence Merlevède and Magda Peligrad

Statistics & Probability Letters, 2020, vol. 156, issue C

Abstract: This paper deals with the functional central limit theorem for non-stationary dependent sequences of random variables satisfying the Lindeberg condition. The dependence condition which we impose is known under the name of weak strong mixing condition. It is satisfied by a large class of dependent random variables, including functions of strongly mixing or α-dependent Markov chains.

Keywords: Functional central limit theorem; Non-stationary triangular arrays; α-mixing arrays (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2019.108581

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