A random functional central limit theorem for stationary linear processes generated by martingales

DOI10.1016/S0167-7152(97)00040-0zbMath0887.60041MaRDI QIDQ1373959

Issa Fakhre-Zakeri, Sangyeol Lee

Publication date: 23 April 1998

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

zbMATH Keywords

martingales; linear process; random indices; mixing in the sense of Renyi

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60F17: Functional limit theorems; invariance principles

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Cites Work

• On mixing and stability of limit theorems
• A central limit theorem with random indices for stationary linear processes
• Some examples and results in the theory of mixing and random-sum central limit theorems
• On the speed of convergence of the distribution of random sums of weighted independent variables
• A random functional central limit theorem for martingales
• On Limit Theorems for Quadratic Functions of Discrete Time Series
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