The functional CLT for linear processes generated by mixing random variables with infinite variance

DOI10.1016/J.SPL.2008.01.085zbMATH Open1283.60060OpenAlexW2045776821MaRDI QIDQ730715FDOQ730715

Authors: D. Kharzeev 

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.085

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• A central limit theorem with random indices for stationary linear processes
• sequential estimation of the mean of a linear process
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
• Random central limit theorem for the linear process generated by a strong mixing process
• A central limit theorem for self-normalized sums of a linear process
• The invariance principle for linear processes generated by a negatively associated sequence and its applications
• THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
• Asymptotics for moving average processes with dependent innovations
• Limit theorems for self-normalized linear processes
• An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
• The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables

Cited In (6)

• Functional limit theorems for linear processes in the domain of attraction of stable laws
• A functional central limit theorem for empirical processes under a strong mixing condition
• Limit theorems for linear processes generated by ρ-mixing sequence
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations
• A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations

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