An invariance principle for weakly dependent stationary general models
| dc.creator | Doukhan, Paul | |
| dc.creator | Wintenberger, Olivier | |
| dc.date | 2006-03-09 | |
| dc.date | 2007-09-19 | |
| dc.date.accessioned | 2026-07-07T08:30:38Z | |
| dc.date.available | 2026-07-07T08:30:38Z | |
| dc.description | The aim of this article is to refine a weak invariance principle for stationary sequences given by Doukhan & Louhichi (1999). Since our conditions are not causal our assumptions need to be stronger than the mixing and causal $θ$-weak dependence assumptions used in Dedecker & Doukhan (2003). Here, if moments of order $>2$ exist, a weak invariance principle and convergence rates in the CLT are obtained; Doukhan & Louhichi (1999) assumed the existence of moments with order $>4$. Besides the previously used $η$- and $κ$-weak dependence conditions, we introduce a weaker one, $λ$, which fits the Bernoulli shifts with dependent inputs. | |
| dc.description | 30 pages | |
| dc.identifier | https://arxiv.org/abs/math/0603221 | |
| dc.identifier | http://arxiv.org/abs/math/0603221 | |
| dc.identifier | Probability and Mathematical Statistics, 2007, Vol. 1, pp 45 - 73 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/138286 | |
| dc.subject | Statistics Theory | |
| dc.subject | Probability | |
| dc.subject | 60F17 | |
| dc.title | An invariance principle for weakly dependent stationary general models | |
| dc.type | text |