A random functional central limit theore
โ
Issa Fakhre-Zakeri; Sangyeol Lee
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 217 KB
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.