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Limit Theorems for Stationary Gaussian Processes

✍ Scribed by Ryzhov, Yu M.


Book ID
118224393
Publisher
Society for Industrial and Applied Mathematics
Year
1965
Tongue
English
Weight
551 KB
Volume
10
Category
Article
ISSN
0040-585X

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Limit Theorems for the Non-linear Functi
✍ Samir Ben Hariz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 193 KB

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