Central limit theorem for linear processes with values in Hilbert space

DOI10.1016/S0304-4149(96)00099-3zbMath0889.60012OpenAlexW2081981724MaRDI QIDQ1382473

Florence Merlevède

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00099-3

zbMATH Keywords

uniform integrabilitycentral limit theoremHilbertian white noise

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Moving averages in Hilbert spaces ⋮ Weak convergence for the covariance operators of a Hilbertian linear process. ⋮ A moment-based notion of time dependence for functional time series

Cites Work

• Time series: theory and methods.
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