FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

DOI10.4134/CKMS.2006.21.4.779zbMATH Open1165.60314OpenAlexW2103297815MaRDI QIDQ3628342FDOQ3628342

Authors Mi-Hwa Ko 

Publication date 20 May 2009

Published in Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4134/ckms.2006.21.4.779

zbMATH Keywords

functional central limit theoremmoving average processlinear processnegatively associatedmartingale difference

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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• A functional central limit theorem for multivariate linear process with positively dependent random vectors
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• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals
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