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Functional central limit theorems for self-normalized partial sums of linear processes

✍ Scribed by Alfredas Račkauskas; Charles Suquet


Publisher
Springer
Year
2011
Tongue
English
Weight
137 KB
Volume
51
Category
Article
ISSN
0363-1672

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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