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Almost sure functional central limit theorems for weakly dependent sequences

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  • Chen, Shouquan
  • Lin, Zhengyan

Abstract

In this paper, we give a general almost sure functional central limit theorem for a sequence of random elements. We apply the result to various kinds of weakly dependent sequences.

Suggested Citation

  • Chen, Shouquan & Lin, Zhengyan, 2008. "Almost sure functional central limit theorems for weakly dependent sequences," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1683-1693, September.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1683-1693
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    References listed on IDEAS

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    1. Peligrad, Magda & Shao, Qi-Man, 1995. "A note on the almost sure central limit theorem for weakly dependent random variables," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 131-136, February.
    2. Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
    3. Berkes, István & Csáki, Endre, 2001. "A universal result in almost sure central limit theory," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 105-134, July.
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    Cited by:

    1. Kouritzin, Michael A. & Lê, Khoa & Sezer, Deniz, 2019. "Laws of large numbers for supercritical branching Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3463-3498.

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