Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
β Scribed by Daniel Chambers; Eric Slud
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 802 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0304-4149
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π 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
Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. I