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math.PR2014
An invariance principle for stationary random fields under Hannan's condition
Dalibor Volný, Yizao Wang
We establish an invariance principle for a general class of stationary random fields indexed by , under Hannan's condition generalized to . To do so we fi…
math.PR2014★ 3 cited
A counter example to central limit theorem in Hilbert spaces under a strong mixing condition
Davide Giraudo, Dalibor Volný
We show that in a separable infinite dimensional Hilbert space, uniform integrability of the square of the norm of normalized partial sums of a strictly stationary sequence, togeth…