Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375)
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| Language | Label | Description | Also known as |
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| English | Central limit theorem for the empirical process of a linear sequence with long memory |
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Central limit theorem for the empirical process of a linear sequence with long memory (English)
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4 September 2000
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The main object of this paper is the functional central limit theorem for the empirical process of a long-range dependent linear (moving-average) sequence. In the case of one-sided moving average, the functional central limit theorem is obtained by the martingale difference decomposition, while in the case of double-sided moving average, the proof is based on an asymptotic expansion of the bivariate probability density.
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empirical process
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long-range dependence
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functional central limit theorem
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