On the Invariance Principle for Nonstationary Mixingales

• 1 August 1977
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 5  (4) , 616-621
• https://doi.org/10.1214/aop/1176995772

Abstract

Keywords

• CENTRAL LIMIT THEOREM
• RANDOM VARIABLE
• PARTIAL SUMS
• INVARIANCE PRINCIPLE
• MIXING
• WIENER PROCESS
• NORMAL FORM