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

DOI10.1016/J.SPL.2008.01.085MaRDI QIDQ730715zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A central limit theorem for self-normalized sums of a linear process
• A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• A central limit theorem with random indices for stationary linear processes
• An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
• Asymptotics for moving average processes with dependent innovations
• Limit theorems for self-normalized linear processes
• Random central limit theorem for the linear process generated by a strong mixing process
• THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
• The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
• The invariance principle for linear processes generated by a negatively associated sequence and its applications
• sequential estimation of the mean of a linear process

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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