Convergence of random spectral measures and applications to invariance principles. (Q5933667): Difference between revisions
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Revision as of 23:42, 4 March 2024
scientific article; zbMATH DE number 1599667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of random spectral measures and applications to invariance principles. |
scientific article; zbMATH DE number 1599667 |
Statements
Convergence of random spectral measures and applications to invariance principles. (English)
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24 January 2002
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The authors set up a unifying framework for the study of convergence in law for random processes that can be expressed linearly in terms of a weak white noise for which a weak invariance principle holds. They show that the latter is equivalent to the convergence of a sequence of random spectral measures. This allows to weaken the usual hypotheses, which leads to new convergence in law results, especially for long memory processes.
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convergence in law for random processes
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weak white noise
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weak invariance principle
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long memory processes
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