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CLT and other limit theorems for functionals of Gaussian processes

โœ Scribed by L. Giraitis; D. Surgailis


Publisher
Springer
Year
1985
Tongue
English
Weight
864 KB
Volume
70
Category
Article
ISSN
1432-2064

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Limit Theorems for the Non-linear Functi
โœ Samir Ben Hariz ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 193 KB

In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo