Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights

DOI10.1007/S10959-005-3506-9zbMATH Open1065.60021OpenAlexW1982101676MaRDI QIDQ1780928FDOQ1780928

Authors: Tsung-Lin Cheng, Hwai-Chung Ho 

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-3506-9

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zbMATH Keywords

nonlinear functionalCentral limit theoremnon-causal stationary process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• The Invariance Principle for Stationary Processes
• Central limit theorem for the empirical process of a linear sequence with long memory
• Limit theorems for functionals of moving averages
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• The empirical process of some long-range dependent sequences with an application to U-statistics
• Non-central limit theorems for non-linear functional of Gaussian fields
• A central limit theorem for non-instantaneous filters of a stationary Gaussian process
• On the asymptotic expansion of the empirical process of long-memory moving averages
• Asymptotics of weighted empirical processes of linear fields with long-range dependence
• Functional central limit theorem for the empirical process of short memory linear processes
• Central limit theorem for functionals of a linear process

Cited In (4)

• A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)
• Non-linear functionals preserving normal distribution and their asymptotic normality
• Asymptotic normality for random sums of linear processes
• Title not available (Why is that?)

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