Some remarks on the central limit theorem for functionals of linear processes under short-range dependence

MaRDI QIDQ5445973zbMATH OpenFDO

Authors Konrad Furmańczyk

Publication date 6 March 2008

zbMATH Keywords

central limit theoremlinear processMarkov chainmartingale differencesshort-range dependence

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1779500
• Central limit theorem for functionals of a linear process
• Central limit theorem for stationary linear processes
• Central limit theorem for linear processes
• FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

Cited in

(6)

• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes
• Functional central limit theorem for the empirical process of short memory linear processes
• scientific article; zbMATH DE number 1779500 (Why is no real title available?)
• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals
• Ordinal pattern-based change point detection
• Central limit theorems for arrays of decimated linear processes

This page was built for publication: Some remarks on the central limit theorem for functionals of linear processes under short-range dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5445973)