Limits of the “exact” decomposition of a Gaussian averaged nonlinear function
✍ Scribed by M. Lenzi; E. Molinari; V. Sessa; M.L. Terranova
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 453 KB
- Volume
- 73
- Category
- Article
- ISSN
- 0030-4018
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📜 SIMILAR VOLUMES
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
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