On the functional central limit theorem for stationary processes

• 1 January 2000
• journal article
• Published by Elsevier in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
• Vol. 36  (1) , 1-34
• https://doi.org/10.1016/s0246-0203(00)00111-4

Abstract

Keywords

• CENTRAL LIMIT THEOREM
• INVARIANCE PRINCIPLE
• STRICTLY STATIONARY PROCESS
• MAXIMAL INEQUALITY
• STRONG MIXING
• ABSOLUTE REGULARITY
• MARKOV CHAINS