Article ID Journal Published Year Pages File Type
10525799 Statistics & Probability Letters 2013 6 Pages PDF
Abstract
Given a sequence of random functionals {Xk(u)}k∈Z∈L2[0,1], the normalized partial sum-process Sn(t,u)=n−1/2(X1(u)+⋯+X⌊nt⌋(u)), t,u∈[0,1] is considered. Given two moments and a fairly general dependence structure, a weak invariance principle is established, extending a recent result of Berkes et al. (2013).
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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