An improvement of the mixing rates in a counter-example to the weak invariance principle
Résumé
In [1], the authors gave an example of absolutely regular strictly stationary process which satisfies the central limit theorem but not the weak invariance principle. For each $q < /1/2$, the process can be constructed with mixing rates of order $N^{−q}$ . The goal of this note is to show that actually the same construction can give mixing rates of order $N^{ −q}$ for a given $q < 1$.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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