Invariance principles under a two-part mixing assumption
Weak and strong invariance principles are established for strictly stationary sequences satisfying a mixing assumption which has two "parts", one based on the strong mixing condition with a polynomial mixing rate and the other based on the [varrho]-mixing condition.
Year of publication: |
1986
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Authors: | Bradley, Richard C. ; Peligrad, Magda |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 22.1986, 2, p. 271-289
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Publisher: |
Elsevier |
Keywords: | strictly stationary strong mixing conditions weak and strong invariance principles |
Saved in:
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