On the functional central limit theorem for stationary processes

Jérôme Dedecker; Emmanuel Rio

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 1, page 1-34
  • ISSN: 0246-0203

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Dedecker, Jérôme, and Rio, Emmanuel. "On the functional central limit theorem for stationary processes." Annales de l'I.H.P. Probabilités et statistiques 36.1 (2000): 1-34. <http://eudml.org/doc/77647>.

@article{Dedecker2000,
author = {Dedecker, Jérôme, Rio, Emmanuel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {strictly stationary process; invariance principle; strong mixing; Markov chains},
language = {eng},
number = {1},
pages = {1-34},
publisher = {Gauthier-Villars},
title = {On the functional central limit theorem for stationary processes},
url = {http://eudml.org/doc/77647},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Dedecker, Jérôme
AU - Rio, Emmanuel
TI - On the functional central limit theorem for stationary processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 1
SP - 1
EP - 34
LA - eng
KW - strictly stationary process; invariance principle; strong mixing; Markov chains
UR - http://eudml.org/doc/77647
ER -

References

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Citations in EuDML Documents

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  1. Christophe Cuny, Michael Lin, Pointwise ergodic theorems with rate and application to the CLT for Markov chains
  2. Jérôme Dedecker, Exponential inequalities and functional central limit theorems for random fields
  3. Olivier Durieu, Dalibor Volný, Comparison between criteria leading to the weak invariance principle
  4. Jérôme Dedecker, Exponential inequalities and functional central limit theorems for random fields
  5. Jérôme Dedecker, Florence Merlevède, The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in 𝕃 p
  6. Jérôme Dedecker, Emmanuel Rio, On mean central limit theorems for stationary sequences
  7. Michael H. Neumann, A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
  8. Jérôme Dedecker, Adeline Samson, Marie-Luce Taupin, Estimation in autoregressive model with measurement error
  9. Jérôme Dedecker, Florence Merlevède, Magda Peligrad, A quenched weak invariance principle

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