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
✦ LIBER ✦
Limit theorems for change in linear regression
✍ Scribed by Edit Gombay; Lajos Horváth
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 810 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
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