Functional limit theorem for moving average processes generated by dependent random vari\-ables

DOI10.1080/10020070612331343223zbMath1088.60030OpenAlexW2032725520WikidataQ113179873 ScholiaQ113179873MaRDI QIDQ2369265

Degui Li, Zheng Yan Lin

Publication date: 3 May 2006

Published in: Progress in Natural Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10020070612331343223

zbMATH Keywords

linear processlong memory process\(\varphi\)-mixing

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (3)

Central limit theorems for moving average processes ⋮ The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables ⋮ Asymptotic distribution with random indices for linear processes

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