Convergence of random spectral measures and applications to invariance principles. (Q5933667)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1599667
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
24 January 2002
0 references
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.
0 references
convergence in law for random processes
0 references
weak white noise
0 references
weak invariance principle
0 references
long memory processes
0 references
0.7985323667526245
0 references
0.7956052422523499
0 references
0.7569108605384827
0 references
0.7544375658035278
0 references
