Recent advances in invariance principles for stationary sequences.
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
Probability Surveys [electronic only] (2006)
- Volume: 3, page 1-36
- ISSN: 1549-5787
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topMerlevède, Florence, Peligrad, Magda, and Utev, Sergey. "Recent advances in invariance principles for stationary sequences.." Probability Surveys [electronic only] 3 (2006): 1-36. <http://eudml.org/doc/231536>.
@article{Merlevède2006,
author = {Merlevède, Florence, Peligrad, Magda, Utev, Sergey},
journal = {Probability Surveys [electronic only]},
keywords = {Brownian motion; weakly dependent sequences; martingale differences; linear process; central limit theorem; invariance principle},
language = {eng},
pages = {1-36},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Recent advances in invariance principles for stationary sequences.},
url = {http://eudml.org/doc/231536},
volume = {3},
year = {2006},
}
TY - JOUR
AU - Merlevède, Florence
AU - Peligrad, Magda
AU - Utev, Sergey
TI - Recent advances in invariance principles for stationary sequences.
JO - Probability Surveys [electronic only]
PY - 2006
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 3
SP - 1
EP - 36
LA - eng
KW - Brownian motion; weakly dependent sequences; martingale differences; linear process; central limit theorem; invariance principle
UR - http://eudml.org/doc/231536
ER -
Citations in EuDML Documents
top- Olivier Durieu, Dalibor Volný, Comparison between criteria leading to the weak invariance principle
- Alfredas Račkauskas, Charles Suquet, Hölderian invariance principle for Hilbertian linear processes
- Patrick Cattiaux, Mawaki Manou-Abi, Limit theorems for some functionals with heavy tails of a discrete time Markov chain
- Jérôme Dedecker, Florence Merlevède, Magda Peligrad, A quenched weak invariance principle
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