The functional central limit theorem for linear processes with strong near-epoch dependent innovations
From MaRDI portal
Publication:624594
DOI10.1016/j.jmaa.2010.10.078zbMath1206.60027OpenAlexW1975576942MaRDI QIDQ624594
Publication date: 9 February 2011
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.078
Related Items (3)
The variance of partial sums of strong near-epoch dependent variables ⋮ The law of the iterated logarithm for LNQD sequences ⋮ The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
Cites Work
- Unnamed Item
- The functional CLT for linear processes generated by mixing random variables with infinite variance
- Strong near-epoch dependence
- The variance of partial sums of strong near-epoch dependent variables
- Central limit theorem for stationary linear processes
- Generalized autoregressive conditional heteroscedasticity
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
- The invariance principle for linear processes generated by a negatively associated sequence and its applications
- A central limit theorem for strong near-epoch dependent random variables
- On the weak invariance principle for non-adapted sequences under projective criteria
- On linear processes with dependent innovations
- The functional central limit theorem for strong near-epoch dependent random variables
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
- THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
- Some Limit Theorems for Stationary Processes
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
This page was built for publication: The functional central limit theorem for linear processes with strong near-epoch dependent innovations