Giraudo, Davide; Volný, Dalibor - In: Stochastic Processes and their Applications 124 (2014) 11, pp. 3769-3781
In 1983, N. Herrndorf proved that for a ϕ-mixing sequence satisfying the central limit theorem and lim infn→∞σn2/n0, the weak invariance principle takes place. The question whether for strictly stationary sequences with finite second moments and a weaker type (α, β, ρ) of mixing the...