Convergence of random spectral measures and applications to invariance principles.

DOI10.1023/A:1009941503489zbMath0978.60023OpenAlexW2218969896MaRDI QIDQ5933667

Philippe Soulier, Gabriel Lang

Publication date: 24 January 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009941503489

zbMATH Keywords

weak invariance principleconvergence in law for random processeslong memory processesweak white noise

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (5)

Asymptotics for duration-driven long range dependent processes ⋮ Central limit theorems for arrays of decimated linear processes ⋮ An invariance principle for fractional Brownian sheets ⋮ Invariance principles for non-isotropic long memory random fields ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data

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