Functional Central Limit Theorem via Nonstationary Projective Conditions

Publication type: Book Chapter
Publication date: 2023-06-06
Springer Nature
SJR: —
CiteScore: 1.6
Impact factor: —
ISSN: 10506977, 22970428
Abstract
In this paper we survey some recent progress on the Gaussian approximation for nonstationary dependent structures via martingale methods. First, we present general theorems involving projective conditions for triangular arrays of random variables and then present various applications for rho-mixing and alpha-dependent triangular arrays, stationary sequences in a random time scenery, application to the quenched FCLT, application to linear statistics with alpha-dependent innovations, and application to functions of a triangular stationary Markov chain.
Found 

Are you a researcher?

Create a profile to get free access to personal recommendations for colleagues and new articles.
Metrics
0
Share
Cite this
GOST |
Cite this
GOST Copy
Merlevède F., Magda P. Functional Central Limit Theorem via Nonstationary Projective Conditions // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 229-254.
GOST all authors (up to 50) Copy
Merlevède F., Magda P. Functional Central Limit Theorem via Nonstationary Projective Conditions // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 229-254.
RIS |
Cite this
RIS Copy
TY - GENERIC
DO - 10.1007/978-3-031-26979-0_10
UR - https://doi.org/10.1007/978-3-031-26979-0_10
TI - Functional Central Limit Theorem via Nonstationary Projective Conditions
T2 - Seminar on Stochastic Analysis, Random Fields and Applications VI
AU - Merlevède, Florence
AU - Magda, Peligrad
PY - 2023
DA - 2023/06/06
PB - Springer Nature
SP - 229-254
SN - 1050-6977
SN - 2297-0428
ER -
BibTex
Cite this
BibTex (up to 50 authors) Copy
@incollection{2023_Merlevède,
author = {Florence Merlevède and Peligrad Magda},
title = {Functional Central Limit Theorem via Nonstationary Projective Conditions},
publisher = {Springer Nature},
year = {2023},
pages = {229--254},
month = {jun}
}