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Limiting distribution of the continuity modulus for Gaussian processes with stationary increments

โœ Scribed by Zakhar Kabluchko


Book ID
108267615
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
344 KB
Volume
79
Category
Article
ISSN
0167-7152

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โœ Samir Ben Hariz ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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