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

zbMATH Open1096.60503MaRDI QIDQ5483780FDOQ5483780

Authors: Yu Han, Xiao-Yun Yang, Zhishan Dong 

Publication date: 23 August 2006

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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)

Cited In (4)

• A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences
• Title not available (Why is that?)
• On functional limit theorems for multivariate linear processes with applications to sequential estimation
• A martingale central limit theorem with random indices

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