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A random functional central limit theorem for stationary linear processes generated by martingales

✍ Scribed by Issa Fakhre-Zakeri; Sangyeol Lee

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
217 KB
Volume
35
Category
Article
ISSN
0167-7152

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✦ Synopsis

A random functional central limit theorem is obtained for a stationary linear process of the form Xt = ~j=_~ ajgt-j,

where {et} is a strictly stationary sequence of martingale differences and ~j=_~ [ajl <oo.

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