Weak invariance principles for sums of dependent random functions.

István Berkes; Lajos Horvath; Gregory Rice

doi:10.1016/j.spa.2012.10.003

Weak invariance principles for sums of dependent random functions.

István Berkes, Lajos Horvath, Gregory Rice

Institute of Statistics (5060)

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	385-403
Journal	Stochastic processes and their applications
Volume	123
DOIs	https://doi.org/10.1016/j.spa.2012.10.003
Publication status	Published - 2013

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Theoretical

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10.1016/j.spa.2012.10.003

1 Active

Asymptotic and Statistical Analysis of Time Series in Economy and Finance
Hörmann, S., Schauer, J., Berkes, I. & Jirak, J. M.
1/01/02 → …
Project: Research area

Cite this

@article{6899842ffde84a64ad72c84ac9cbe28b,

title = "Weak invariance principles for sums of dependent random functions.",

author = "Istv{\'a}n Berkes and Lajos Horvath and Gregory Rice",

year = "2013",

doi = "10.1016/j.spa.2012.10.003",

language = "English",

volume = "123",

pages = "385--403",

journal = "Stochastic processes and their applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

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T1 - Weak invariance principles for sums of dependent random functions.

AU - Berkes, István

AU - Horvath, Lajos

AU - Rice, Gregory

PY - 2013

Y1 - 2013

UR - http://www.sciencedirect.com/science/journal/03044149/123/2

UR - http://www.sciencedirect.com/science/article/pii/S0304414912002207

U2 - 10.1016/j.spa.2012.10.003

DO - 10.1016/j.spa.2012.10.003

M3 - Article

VL - 123

SP - 385

EP - 403

JO - Stochastic processes and their applications

JF - Stochastic processes and their applications

SN - 0304-4149

ER -

Weak invariance principles for sums of dependent random functions.

Fields of Expertise

Treatment code (Nähere Zuordnung)

Access to Document

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this