Raluca Balan () (University of Ottawa, LRSP) Kulik () (Wroclaw University and University of Ottawa)
Abstract
In this article we give a necessary and su±cient condition for a selfnormalized weak invariance principle, in the case of a strictly stationary Á-mixing sequence fXjgj¸1. This is obtained under the assumptions that the function L(x) = EX2 1 1fjX1·xg is slowly varying at 1 and the mixing coe±cients satisfy Á1=2(n) < .
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number
lrsp-TRS417.
Length: 15 pages Date of creation: 30 Mar 2005 Date of revision: Handle: RePEc:pqs:wpaper:082006
Contact details of provider: Postal: Pavillon Lucien Brault, 101 rue Saint Jean-Bosco, Gatineau (Qu�bec) J8Y 3G5 Phone: (819) 595-3900 Fax: (819) 773-1747 Web page: http://www.repad.org/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Christian Calmes).
Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
This paper has been announced in the following NEP Reports: