Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525799 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
Given a sequence of random functionals {Xk(u)}kâZâL2[0,1], the normalized partial sum-process Sn(t,u)=nâ1/2(X1(u)+â¯+Xântâ(u)), t,uâ[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
Moritz Jirak,