On the Central Limit Theorem and Its Weak Invariance Principle for Strongly Mixing Sequences with Values in a Hilbert Space via Martingale Approximation
Author
Abstract
Suggested Citation
DOI: 10.1023/A:1025668415566
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Florence Merlevède & Magda Peligrad & Sergey Utev, 1997. "Sharp Conditions for the CLT of Linear Processes in a Hilbert Space," Journal of Theoretical Probability, Springer, vol. 10(3), pages 681-693, July.
- Kuelbs, J., 1973. "The invariance principle for Banach space valued random variables," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 161-172, June.
- Chen, Xiaohong & White, Halbert, 1998. "Central Limit And Functional Central Limit Theorems For Hilbert-Valued Dependent Heterogeneous Arrays With Applications," Econometric Theory, Cambridge University Press, vol. 14(2), pages 260-284, April.
- Richard C. Bradley, 1997. "On Quantiles and the Central Limit Question for Strongly Mixing Sequences," Journal of Theoretical Probability, Springer, vol. 10(2), pages 507-555, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dedecker, Jérôme & Merlevède, Florence, 2003. "The conditional central limit theorem in Hilbert spaces," Stochastic Processes and their Applications, Elsevier, vol. 108(2), pages 229-262, December.
- Shao, Xiaofeng, 2011. "A bootstrap-assisted spectral test of white noise under unknown dependence," Journal of Econometrics, Elsevier, vol. 162(2), pages 213-224, June.
- R. Anton Braun & Huiyu Li & John Stachurski, 2012.
"Generalized Look-Ahead Methods for Computing Stationary Densities,"
Mathematics of Operations Research, INFORMS, vol. 37(3), pages 489-500, August.
- R. Anton Braun & Huiyu Li & John Stachurski, 2011. "Generalized Look-Ahead Methods for Computing Stationary Densities," ANU Working Papers in Economics and Econometrics 2011-558, Australian National University, College of Business and Economics, School of Economics.
- Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
- Chen Xiaohong & White Halbert, 2002.
"Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
- Chen, Xiaohong & White, Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," University of California at San Diego, Economics Working Paper Series qt4z4380t7, Department of Economics, UC San Diego.
- Michael Messer, 2022. "Bivariate change point detection: Joint detection of changes in expectation and variance," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 886-916, June.
- Dong, Hao & Taylor, Luke, 2022.
"Nonparametric Significance Testing In Measurement Error Models,"
Econometric Theory, Cambridge University Press, vol. 38(3), pages 454-496, June.
- Hao Dong & Luke Taylor, 2020. "Nonparametric Significance Testing in Measurement Error Models," Departmental Working Papers 2003, Southern Methodist University, Department of Economics.
- Marine Carrasco & Barbara Rossi, 2016.
"In-Sample Inference and Forecasting in Misspecified Factor Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
- Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
- Steffen Betsch & Bruno Ebner, 2019. "A new characterization of the Gamma distribution and associated goodness-of-fit tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 779-806, October.
- Florens, Jean-Pierre & Simoni, Anna, 2012.
"Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 458-475.
- Florens, Jean-Pierre & Simoni, Anna, 2010. "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," TSE Working Papers 10-176, Toulouse School of Economics (TSE).
- Jean-Pierre Florens & Anna Simoni, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print hal-00922877, HAL.
- Jean-Pierre Florens & Anna Simoni, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print hal-03089888, HAL.
- Florens, Jean-Pierre & Simoni, Anna, 2010. "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," IDEI Working Papers 622, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bigot, Aurélie, 2024. "Central limit theorem under the Dedecker–Rio condition in some Banach spaces," Stochastic Processes and their Applications, Elsevier, vol. 176(C).
- Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
- Won‐Ki Seo, 2024. "Functional principal component analysis for cointegrated functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 320-330, March.
- Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin, 2015. "Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 200-215.
- Kokoszka, Piotr & Reimherr, Matthew, 2013. "Asymptotic normality of the principal components of functional time series," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1546-1562.
- Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2021. "A test for the geometric distribution based on linear regression of order statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 186(C), pages 103-123.
- Chen, Xiaohong & Fan, Yanqin, 1999. "Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series," Journal of Econometrics, Elsevier, vol. 91(2), pages 373-401, August.
- Alfredas Račkauskas & Charles Suquet, 2004. "Necessary and Sufficient Condition for the Functional Central Limit Theorem in Hölder Spaces," Journal of Theoretical Probability, Springer, vol. 17(1), pages 221-243, January.
- Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020.
"Testing distributional assumptions using a continuum of moments,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017. "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers wp2017_1709, CEMFI.
- Hien, N.T.T. & Thanh, L.V., 2015. "On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 236-245.
More about this item
Keywords
Hilbert space; central limit theorem; weak invariance principle; strong mixing sequences; martingale approximation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:16:y:2003:i:3:d:10.1023_a:1025668415566. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.