On functional limit theorems for multivariate linear processes with applications to sequential estimation

DOI10.1016/S0378-3758(99)00054-3zbMath0956.60020OpenAlexW2020944301MaRDI QIDQ1969133

Issa Fakhre-Zakeri, Sangyeol Lee

Publication date: 7 March 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00054-3

zbMATH Keywords

linear processmartingalesequential estimationrandom indicesfunctional entral limit theoremmixing in the sense of Rényi

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17) Sequential estimation (62L12)

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Cites Work

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