Central limit theorem for functionals of a linear process

DOI10.1007/BF00966294zbMath0568.60020MaRDI QIDQ1060486

Liudas Giraitis

Publication date: 1985

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

zbMATH Keywords

linear process; central limit theorem; method of semi-invariants

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Related Items

Convergence of normalized quadratic forms, Central limit theorems for quadratic forms with time-domain conditions, Limit theorems for functionals of moving averages, Stable limits of sums of bounded functions of long memory moving averages with finite variance, Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights, On location estimation for LARCH processes, CLT and other limit theorems for functionals of Gaussian processes

Cites Work

• Central limit theorems for non-linear functionals of Gaussian fields
• CLT and other limit theorems for functionals of Gaussian processes
• Central Limit Theorems for dependent variables. I
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• The Relation of the Classical Orthogonal Polynomials to the Polynomials of Appell
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