A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences

DOI10.1142/S025295990300044XzbMath1038.60023OpenAlexW2312396112MaRDI QIDQ1423914

Haiyang Zhou, Yang Yang, Yue-bao Wang

Publication date: 7 March 2004

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s025295990300044x

zbMATH Keywords

Wiener measurelinear processesmartingale difference

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Sequential estimation (62L12)

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