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Invariance principles under a two-part mixing assumption

Author

Listed:
  • Bradley, Richard C.
  • Peligrad, Magda

Abstract

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.

Suggested Citation

  • Bradley, Richard C. & Peligrad, Magda, 1986. "Invariance principles under a two-part mixing assumption," Stochastic Processes and their Applications, Elsevier, vol. 22(2), pages 271-289, July.
    • Handle: RePEc:eee:spapps:v:22:y:1986:i:2:p:271-289
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    Cited by:

    1. Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.

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