An invariance principle for weakly dependent stationary general models

• Autorzy: Doukhan P. , Wintenberger O.
• Języki publikacji: EN

Abstrakty

EN

The aim of this paper is to refine a weak invariance principle for stationary sequences given by Doukhan and Louhichi [10]. Since our conditions are not causal, our assumptions need to be stronger than the mixing and causal 0-weak dependence assumptions used in Dedecker and Doukhan [5]. Here, if moments of order greater than 2 exist, a weak invariance principle and convergence rates in the CLT are obtained; Doukhan and Louhichi [10] assumed the existence of moments with order greater than 4. Besides the η and к-weak dependence conditions used previously, we introduce a weaker one, λ, which fits the Bernoulli shifts with dependent inputs.

Słowa kluczowe

EN

invariance principle; weak dependence; Bernoulli shifts

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2007
• Tom: Vol. 27, Fasc. 1
• Strony: 45--73
• Opis fizyczny: Bibliogr. 27 poz.

Twórcy

autor

Doukhan P.

• Laboratoire de Statistique, CREST, France, Timbre J3403, avenue Pierre Larousse 92240, Malakoff, France

autor

Wintenberger O.

• SAMOS, Statistique Appliquée et Modélisation Stochastique Université Paris 1, Centre Pierre Mendés-France, 90 rue de Tolbiac, F-75634 Paris Cedex 13, France

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