Sharp conditions for the CLT of linear processes in a Hilbert space
From MaRDI portal
Publication:1366726
DOI10.1023/A:1022653728014zbMath0885.60015MaRDI QIDQ1366726
Florence Merlevède, Sergey Utev, Magda Peligrad
Publication date: 27 October 1997
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022653728014
central limit theorem; linear process in Hilbert space; sequences of weak dependent random variables
60F05: Central limit and other weak theorems
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
Related Items
Normal approximation for linear stochastic processes and random fields in Hilbert space, Hölderian invariance principle for Hilbertian linear processes, On the functional CLT for stationary Markov chains started at a point, Optimal eigen expansions and uniform bounds, Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces, Operator self-similar processes and functional central limit theorems, On limit theorems for Banach-space-valued linear processes, On the CLT for discrete Fourier transforms of functional time series, A central limit theorem for the linear process generated by associated random variables in a Hilbert space, Berry-Esseen inequality for linear processes in Hilbert spaces., A restricted dichotomy of equivalence classes for some measures of dependence, Limit theorems for Hilbert space-valued linear processes under long range dependence, Sieve bootstrap for functional time series, Frequency domain theory for functional time series: variance decomposition and an invariance principle, A moment-based notion of time dependence for functional time series, Asymptotic properties of principal component projections with repeated eigenvalues, Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations, The conditional central limit theorem in Hilbert spaces., Generalized Look-Ahead Methods for Computing Stationary Densities
