A Note on the Mixingale Limit Theorem by McLeish (1977)
The logical gap in the proof of non-stationary mixingale invariance principle by McLeish (1977) is identied and fixed by a skipped sub-sampling of a partial sum process in the continuous time. The corrected proof also delivers some extensions of the previous invariance principle and several stronger versions of convergence in law.
Year of publication: |
2013-07
|
---|---|
Authors: | Ikeda, Shin S. |
Institutions: | National Graduate Institute for Policy Studies (GRIPS) |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Illiquidity in the Japanese Day-Ahead Electricity Market
Ikeda, Shin S., (2015)
-
A Contingent Claim Analysis of Suicide
Ikeda, Shin S., (2013)
-
Ikeda, Shin S., (2013)
- More ...