The functional CLT for linear processes generated by mixing random variables with infinite variance
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Publication:730715
DOI10.1016/j.spl.2008.01.085zbMath1283.60060OpenAlexW2045776821MaRDI QIDQ730715
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.085
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items (4)
Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ Limit theorems for linear processes generated by ρ-mixing sequence ⋮ The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ Functional limit theorems for linear processes in the domain of attraction of stable laws
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- A central limit theorem for self-normalized sums of a linear process
- The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
- sequential estimation of the mean of a linear process
- THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
- Asymptotics for moving average processes with dependent innovations
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