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Limit Theorems for Functionals of Sample Functions of a Stationary Gaussian Process

✍ Scribed by Ryzhov, Yu. M.


Book ID
118224467
Publisher
Society for Industrial and Applied Mathematics
Year
1967
Tongue
English
Weight
360 KB
Volume
12
Category
Article
ISSN
0040-585X

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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