CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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Publication:5438205
DOI10.1017/S0266466606060130zbMath1130.60023MaRDI QIDQ5438205
Publication date: 23 January 2008
Published in: Econometric Theory (Search for Journal in Brave)
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
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Cites Work
- The effect of long-range dependence on change-point estimators
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
- Weak convergence to fractional brownian motion and to the rosenblatt process
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- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
- The Invariance Principle for Stationary Processes