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Functional Limit Theorems for the Increments of Gaussian Samples

✍ Scribed by Wensheng Wang


Book ID
106436696
Publisher
Springer US
Year
2005
Tongue
English
Weight
150 KB
Volume
18
Category
Article
ISSN
0894-9840

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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