THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I

DOI10.1017/S0266466600165016zbMath0981.60027MaRDI QIDQ2716481

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Publication date: 1 March 2002

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremGaussian processstochastic integralmixingalenear-epoch-dependent function

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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