Invariance principles in Hölder spaces.

Hamadouche, D.

Displaying similar documents to “Invariance principles in Hölder spaces.”

An $L^{2} [0, 1]$ invariance principle for LPQD random variables.

Oliveira, P.E., Suquet, Ch. (1996)

Portugaliae Mathematica

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Central limit theorem for sampled sums of dependent random variables

Nadine Guillotin-Plantard, Clémentine Prieur (2010)

ESAIM: Probability and Statistics

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We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to dependent random variables sampled by a $ℤ$ -valued transient random walk. This extends the results obtained by [N. Guillotin-Plantard and D. Schneider, (2003) 477–497]. An application to parametric estimation by random sampling is also provided.

Weak convergence to the law of the brownian sheet

Maria Jolis (1988)

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications

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On the strong laws for weighted sums of $ρ^{*}$ -mixing random variables.

Zhou, Xing-Cai, Tan, Chang-Chun, Lin, Jin-Guan (2011)

Journal of Inequalities and Applications [electronic only]

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An invariance principle in $L^{2} [0, 1]$ for non stationary $ϕ$ -mixing sequences

Paulo Eduardo Oliveira, Charles Suquet (1995)

Commentationes Mathematicae Universitatis Carolinae

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Invariance principle in $L^{2} (0, 1)$ is studied using signed random measures. This approach to the problem uses an explicit isometry between $L^{2} (0, 1)$ and a reproducing kernel Hilbert space giving a very convenient setting for the study of compactness and convergence of the sequence of Donsker functions. As an application, we prove a $L^{2} (0, 1)$ version of the invariance principle in the case of $ϕ$ -mixing random variables. Our result is not available in the $D (0, 1)$ -setting.

Limiting behaviour of moving average processes based on a sequence of $ρ^{-}$ mixing and negatively associated random variables.

Budsaba, Kamon, Chen, Pingyan, Volodin, Andrei (2007)

Lobachevskii Journal of Mathematics

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Displaying similar documents to “Invariance principles in Hölder spaces.”

An L 2 [ 0 , 1 ] invariance principle for LPQD random variables.

Central limit theorem for sampled sums of dependent random variables

Weak convergence to the law of the brownian sheet

On the strong laws for weighted sums of ρ * -mixing random variables.

An invariance principle in L 2 [ 0 , 1 ] for non stationary ϕ -mixing sequences

Limiting behaviour of moving average processes based on a sequence of ρ - mixing and negatively associated random variables.

An $L^{2} [0, 1]$ invariance principle for LPQD random variables.

On the strong laws for weighted sums of $ρ^{*}$ -mixing random variables.

An invariance principle in $L^{2} [0, 1]$ for non stationary $ϕ$ -mixing sequences

Limiting behaviour of moving average processes based on a sequence of $ρ^{-}$ mixing and negatively associated random variables.