THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
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Publication:2716481
DOI10.1017/S0266466600165016zbMath0981.60027MaRDI QIDQ2716481
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Publication date: 1 March 2002
Published in: Econometric Theory (Search for Journal in Brave)
functional central limit theoremGaussian processstochastic integralmixingalenear-epoch-dependent function
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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