Functional CLT for martingale-like nonstationary dependent structures
Probability
2018-03-30 v1
Abstract
In this paper we develop non-stationary martingale techniques for dependent data. We shall stress the non-stationary version of the projective Maxwell-Woodroofe condition, which will be essential for obtaining maximal inequalities and functional central limit theorem for the following examples: nonstationary \r{ho}-mixing sequences, functions of linear processes with non-stationary innovations, quenched version of the functional central limit theorem for a stationary sequence, evolutions in random media such as a process sampled by a shifted Markov chain.
Cite
@article{arxiv.1803.11106,
title = {Functional CLT for martingale-like nonstationary dependent structures},
author = {Florence Merlevède and Magda Peligrad and Sergey Utev and Florence Merlevède and Magda Peligrad and Sergey Utev},
journal= {arXiv preprint arXiv:1803.11106},
year = {2018}
}
Comments
30 pages