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Maximum of partial sums and an invariance principle for a class of weak dependent random variables |
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| Authors: | Magda Peligrad |
| Affiliation: | Department of Mathematical Sciences, University of Cincinnati, P.O. Box 210025, Cincinnati, Ohio 45221-0025 |
| Abstract: | The aim of this paper is to investigate the properties of the maximum of partial sums for a class of weakly dependent random variables which includes the instantaneous filters of a Gaussian sequence having a positive continuous spectral density. The results are used to obtain an invariance principle and the convergence of the moments in the central limit theorem. |
| Keywords: | Maximal inequalities functional central limit theorem weak dependent random variables |
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