Weak invariance principles for sums of dependent random functions

Motivated by problems in functional data analysis, in this paper we prove the weak convergence of normalized partial sums of dependent random functions exhibiting a Bernoulli shift structure.

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Year of publication:	2013
Authors:	Berkes, István ; Horváth, Lajos ; Rice, Gregory
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 2, p. 385-403
Publisher:	Elsevier
Subject:	Variables in Hilbert spaces \| m–approximability \| Weak convergence

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

Persistent link: https://www.econbiz.de/10011064904