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

DOI10.1016/j.spl.2008.01.085zbMath1283.60060MaRDI QIDQ730715

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

60F05: Central limit and other weak theorems

60F17: Functional limit theorems; invariance principles

Related Items

The functional central limit theorem for linear processes with strong near-epoch dependent innovations, Functional limit theorems for linear processes in the domain of attraction of stable laws, Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations

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