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On the distribution of functionals of stationary Gaussian processes

✍ Scribed by Kurt Hornik


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
390 KB
Volume
18
Category
Article
ISSN
0167-7152

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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