Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations
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Publication:2627894
DOI10.1007/s10986-017-9340-9zbMath1365.60015OpenAlexW2590904506MaRDI QIDQ2627894
Soo Hak Sung, Yong-Kab Choi, Hee-Jin Moon
Publication date: 1 June 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-017-9340-9
functional central limit theoremlinear processcentral limit theoremalmost sure central limit theoremself-normalized sumAR(1) process
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Limit theorems for linear processes generated by ρ-mixing sequence ⋮ A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
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