A random functional central limit theorem for stationary linear processes generated by martingales

DOI10.1016/S0167-7152(97)00040-0zbMath0887.60041OpenAlexW2004491445MaRDI QIDQ1373959

Issa Fakhre-Zakeri, Sangyeol Lee

Publication date: 23 April 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00040-0

zbMATH Keywords

martingaleslinear processrandom indicesmixing in the sense of Renyi

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence ⋮ The law of the iterated logarithm for LNQD sequences ⋮ A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes ⋮ Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications.

Cites Work

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• On mixing and stability of limit theorems
• A central limit theorem with random indices for stationary linear processes
• Some examples and results in the theory of mixing and random-sum central limit theorems
• On the speed of convergence of the distribution of random sums of weighted independent variables
• A random functional central limit theorem for martingales
• On Limit Theorems for Quadratic Functions of Discrete Time Series

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