Central limit theorem for functionals of a linear process

DOI10.1007/BF00966294zbMATH Open0568.60020MaRDI QIDQ1060486FDOQ1060486

Authors: L. Giraitis 

Publication date: 1985

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

central limit theoremlinear processmethod of semi-invariants

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Central limit theorems for non-linear functionals of Gaussian fields
• CLT and other limit theorems for functionals of Gaussian processes
• Non-central limit theorems for non-linear functional of Gaussian fields
• Title not available (Why is that?)
• Central Limit Theorems for dependent variables. I
• Title not available (Why is that?)
• Title not available (Why is that?)
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• The Relation of the Classical Orthogonal Polynomials to the Polynomials of Appell

Cited In (23)

• Central limit theorem for the empirical process of a linear sequence with long memory
• Limit theorems for functionals of moving averages
• Functional central limit theorems for self-normalized partial sums of linear processes
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
• Central limit theorem for linear processes
• Comparing the marginal densities of two strictly stationary linear processes
• Title not available (Why is that?)
• Central limit theorem for linear processes with infinite variance
• Convergence of normalized quadratic forms
• Title not available (Why is that?)
• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes
• Central limit theorem for linear processes with values in Hilbert space
• Central limit theorem for linear stochastic evolutions
• Some remarks on the central limit theorem for functionals of linear processes under short-range dependence
• Title not available (Why is that?)
• CLT and other limit theorems for functionals of Gaussian processes
• Stable limits of sums of bounded functions of long memory moving averages with finite variance
• On location estimation for LARCH processes
• Central limit theorem for linearly dependent fields of continuous elements
• Central limit theorems for quadratic forms with time-domain conditions
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
• On Berry-Esseen bounds for non-instantaneous filters of linear processes

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