A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences

DOI10.1142/S025295990300044XMaRDI QIDQ1423914zbMATH OpenOpenAlexFDO

Authors Yang Yang, Haiyang Zhou, Yuebao Wang

Publication date 7 March 2004

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s025295990300044x

zbMATH Keywords

linear processesmartingale differenceWiener measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10) Sequential estimation (62L12)

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• A random functional central limit theorem for stationary linear processes generated by martingales
• A functional central limit theorem for the random sum of a linear process of martingale differences
• Some strong limit theorems for weighted product sums of \(\widetilde{\rho}\)-mixing sequences of random variables

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