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Functional limit theorems for the infinite series of OU processes in Hölder norm

✍ Scribed by Zhengyan Lin; Kyo-Shin Hwang; Tian Xiao Pang


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
277 KB
Volume
53
Category
Article
ISSN
0898-1221

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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