Central limit theorems for nearly long range dependent subordinated linear processes

DOI10.1017/JPR.2020.10MaRDI QIDQ3299455zbMATH OpenOpenAlexFDO

Authors Martin Wendler, Wei Biao Wu

Publication date 22 July 2020

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/jpr.2020.10

zbMATH Keywords

central limit theoremlinear processeslong range dependencepower rank

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
• Limit theorems for functionals of moving averages
• Limit theorems for one and two-dimensional random walks in random scenery
• Martingale Transforms
• Martingale approximations for sums of stationary processes.
• Non-central limit theorems for non-linear functional of Gaussian fields
• Noncentral limit theorems and Appell polynomials
• Nonstandard limit theorem for infinite variance functionals
• Sensitivity of the Hermite rank
• The Invariance Principle for Stationary Processes
• The central limit theorem for dependent random variables
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Zones of attraction of self-similar multiple integrals

Cited in

(5)

• Central limit theorem for the empirical process of a linear sequence with long memory
• Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance
• Central limit theorems for long range dependent spatial linear processes
• Short range and long range dependence
• Modeling temporally uncorrelated components of complex-valued stationary processes

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