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- W3100640071 abstract "We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713–724]. Then, we apply it to establish the Donsker invariance principle for this class of stationary sequences. A Markov chain example is given in order to show the optimality of the conditions imposed." @default.
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- W3100640071 date "2005-03-01" @default.
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- W3100640071 title "A new maximal inequality and invariance principle for stationary sequences" @default.
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- W3100640071 doi "https://doi.org/10.1214/009117904000001035" @default.
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