Central limit theorem for the empirical process of a linear sequence with long memory

DOI10.1016/S0378-3758(98)00243-2zbMath0943.60035MaRDI QIDQ1304375

Donatas Surgailis, Liudas Giraitis

Publication date: 4 September 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremlong-range dependenceempirical process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuity and singularity of induced measures (60G30)

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