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

DOI10.1016/S0764-4442(97)82718-8zbMath0948.60012MaRDI QIDQ4229975

Donatas Surgailis, Paul Doukhan

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)

Related Items (16)

WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ An empirical central limit theorem for dependent sequences ⋮ Bootstrapping the empirical distribution of a linear process ⋮ Goodness-of-fit tests for long memory moving average marginal density ⋮ Asymptotic results for spatial causal ARMA models ⋮ On the empirical process of tempered moving averages ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences ⋮ Weak convergence of stationary empirical processes ⋮ Stable limits of empirical processes of moving averages with infinite variance. ⋮ Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights ⋮ An empirical central limit theorem for intermittent maps ⋮ New techniques for empirical processes of dependent data ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Bootstrapping the empirical distribution of a stationary process with change-point ⋮ Central limit theorem for the empirical process of a linear sequence with long memory ⋮ On the Bahadur representation of sample quantiles for dependent sequences

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