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Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes

✍ Scribed by Samir Ben Hariz

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
193 KB
Volume
80
Category
Article
ISSN
0047-259X

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✦ Synopsis

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 develop Rosenthal type inequalities for the functional of Gaussian processes.

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