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Invariance principles under weak dependence
Authors:Magda Peligrad
Abstract:The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley for strong mxing sequences of random variables, under a certain assumption about the size of the maximal coefficients of correlations. The convergence of the moments of order 2 + δ in the central limit theorem for this class of random variables is also obtained.
Keywords:maximal correlation   strong mixing   convergence of partial sum processes to Brownian motion
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