Functional central limit theorem for the empirical process of short memory linear processes

DOI10.1016/S0764-4442(97)82718-8MaRDI QIDQ4229975zbMATH OpenFDO

Authors Paul Doukhan, Donatas Surgailis

Publication date 26 April 1999

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

central limit theoremempirical distributionshort memory linear process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cited in

(18)

• An empirical central limit theorem for intermittent maps
• Bootstrapping the empirical distribution of a linear process
• On the empirical process of tempered moving averages
• Central limit theorem for the empirical process of a linear sequence with long memory
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• Asymptotic results for the empirical process of stationary sequences
• Bootstrapping the empirical distribution of a stationary process with change-point
• New techniques for empirical processes of dependent data
• On the Bahadur representation of sample quantiles for dependent sequences
• Theorème central limite de renormalisation pour des procéssus d'ornstein uhlenbeck generalisés
• Asymptotic results for spatial causal ARMA models
• Uniform asymptotic normality of weighted sums of short-memory linear processes
• An empirical central limit theorem for dependent sequences
• Weak convergence for stationary bootstrap empirical processes of associated sequences
• Stable limits of empirical processes of moving averages with infinite variance.
• Goodness-of-fit tests for long memory moving average marginal density
• Weak convergence of stationary empirical processes
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights

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