Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights

DOI10.1007/s10959-005-3506-9zbMath1065.60021OpenAlexW1982101676MaRDI QIDQ1780928

Hwai-Chung Ho, Tsung-Lin Cheng

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-3506-9

zbMATH Keywords

nonlinear functionalCentral limit theoremnon-causal stationary process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (1)

A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)

Cites Work

• The empirical process of some long-range dependent sequences with an application to U-statistics
• Central limit theorem for functionals of a linear process
• A central limit theorem for non-instantaneous filters of a stationary Gaussian process
• Central limit theorem for the empirical process of a linear sequence with long memory
• Limit theorems for functionals of moving averages
• On the asymptotic expansion of the empirical process of long-memory moving averages
• Asymptotics of weighted empirical processes of linear fields with long-range dependence
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Functional central limit theorem for the empirical process of short memory linear processes
• The Invariance Principle for Stationary Processes

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