The central limit theorem for a sequence of random processes with space-varying long memory

DOI10.1007/S10986-013-9200-1MaRDI QIDQ2393663zbMATH OpenOpenAlexFDO

Authors Vaidotas Characiejus, Alfredas Račkauskas

Publication date 8 August 2013

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.00299

zbMATH Keywords

central limit theoremweak convergencelong memoryrandom processessquare-integrable sample paths

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Abstract: In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(mu)$ for the partial sums of the sequence of random processes with space varying long memory. Of particular interest is a non-standard normalization of the partial sums in the central limit theorem.

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
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Cited in

(4)

• Operator self-similar processes and functional central limit theorems
• Central limit theorem for the empirical process of a linear sequence with long memory
• Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications
• Limit theorems for Hilbert space-valued linear processes under long range dependence

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Uses Software

• longmemo
• fda (R)

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