On the functional limits for sums of a function of partial sums

DOI10.1016/J.SPL.2009.03.011MaRDI QIDQ2389324zbMATH OpenOpenAlexFDO

Authors K. M. Kosiński

Publication date 15 July 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.0620

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Abstract: We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang (Electron. Comm. Probab. 12 (2007), 51--56), that the result from Qi (Statist. Probab. Lett. 62 (2003), 93--100), for normalised products of partial sums, can be generalised in this fashion to a fclt.

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