Invariance principles under weak dependence

The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley for strong mxing sequences of random variables, under a certain assumption about the size of the maximal coefficients of correlations. The convergence of the moments of order 2 + [delta] in the central limit theorem for this class of random variables is also obtained.

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Year of publication:	1986
Authors:	Peligrad, Magda
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 2, p. 299-310
Publisher:	Elsevier
Keywords:	maximal correlation strong mixing convergence of partial sum processes to Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153283