A functional central limit theorem for the random sum of a linear process of martingale differences

MaRDI QIDQ5483780zbMATHFDO

Authors Yu Han, Xiao-Yun Yang, Zhishan Dong

Publication date 23 August 2006

zbMATH Keywords

Wiener measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17)

Recommendations

• A random functional central limit theorem for stationary linear processes generated by martingales
• ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
• A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences
• A Weak Convergence Theorem for Functionals of Sums of Martingale Differences
• scientific article; zbMATH DE number 4060419

Cited in

(4)

• On functional limit theorems for multivariate linear processes with applications to sequential estimation
• A martingale central limit theorem with random indices
• scientific article; zbMATH DE number 4135120 (Why is no real title available?)
• A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences

This page was built for publication: A functional central limit theorem for the random sum of a linear process of martingale differences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5483780)