Functional central limit theorems for self-normalized partial sums of linear processes
From MaRDI portal
Publication:647160
DOI10.1007/s10986-011-9123-7zbMath1227.60029OpenAlexW2086081799MaRDI QIDQ647160
Charles Suquet, Alfredas Račkauskas
Publication date: 1 December 2011
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-011-9123-7
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items
Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ Modified unit root tests with nuisance parameter free asymptotic distributions ⋮ Further research on limit theorems for self-normalized sums ⋮ A general result on almost sure central limit theorem for self-normalized sums for mixing sequences ⋮ A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations ⋮ Complete moment convergence for moving average process based on m-WOD random variables ⋮ Complete moment convergence of moving average processes for m-WOD sequence ⋮ The Self-normalized Asymptotic Results for Linear Processes ⋮ Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On limit theorems for Banach-space-valued linear processes
- Limit theorems for self-normalized linear processes
- Recent advances in invariance principles for stationary sequences
- Pseudo-maximization and self-normalized processes
- Time series: theory and methods.
- The integrated periodogram for stable processes
- When is the Student \(t\)-statistic asymptotically standard normal?
- Donsker's theorem for self-normalized partial sums processes
- Invariance principles for adaptive self-normalized partial sums processes.
- Limit distributions of self-normalized sums
- A central limit theorem for self-normalized sums of a linear process
- Invariance principle for stochastic processes with short memory