A Random Functional Central Limit Theorem for Processes of Product Sums of Linear Processes Generated by Martingale Differences

Chinese Annals of Mathematics Series B ◽

10.1142/s025295990300044x ◽

2003 ◽

Vol 24 (04) ◽

pp. 449-456 ◽

Author(s):

Yuebao Wang ◽

Yang Yang ◽

Haiyang Zhou

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Martingale Differences ◽

Linear Processes ◽

Functional Central Limit

Download Full-text

Functional central limit theorem for the empirical process of short memory linear processes

Comptes Rendus de l Académie des Sciences - Series I - Mathematics ◽

10.1016/s0764-4442(97)82718-8 ◽

1998 ◽

Vol 326 (1) ◽

pp. 87-92 ◽

Author(s):

Paul Doukhan ◽

Donatas Surgailis

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Empirical Process ◽

Functional Central Limit Theorem ◽

Linear Processes ◽

Short Memory ◽

Functional Central Limit

Download Full-text

A random functional central limit theorem for stationary linear processes generated by martingales

Statistics & Probability Letters ◽

10.1016/s0167-7152(97)00040-0 ◽

1997 ◽

Vol 35 (4) ◽

pp. 417-422 ◽

Author(s):

Issa Fakhre-Zakeri ◽

Sangyeol Lee

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Linear Processes ◽

Functional Central Limit

Download Full-text

The functional central limit theorem for linear processes with strong near-epoch dependent innovations

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2010.10.078 ◽

2011 ◽

Vol 376 (1) ◽

pp. 373-382 ◽

Author(s):

Jin Qiu ◽

Zhengyan Lin

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Linear Processes ◽

Functional Central Limit

Download Full-text

ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES

Bulletin of the Korean Mathematical Society ◽

10.4134/bkms.2003.40.4.715 ◽

2003 ◽

Vol 40 (4) ◽

pp. 715-722 ◽

Author(s):

Tae-Sung Kim ◽

Mi-Hwa Ko

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Linear Processes ◽

Functional Central Limit

Download Full-text

Functional Central Limit Theorem approximations and the distribution of the Dickey–Fuller test with strongly heteroskedastic data

Economics Letters ◽

10.1016/j.econlet.2004.09.008 ◽

2005 ◽

Vol 86 (3) ◽

pp. 427-433 ◽

Author(s):

Rossen Valkanov

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

Download Full-text

A Hölderian functional central limit theorem for a multi-indexed summation process

Stochastic Processes and their Applications ◽

10.1016/j.spa.2006.12.006 ◽

2007 ◽

Vol 117 (8) ◽

pp. 1137-1164 ◽

Author(s):

Alfredas Račkauskas ◽

Charles Suquet ◽

Vaidotas Zemlys

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Summation Process ◽

Functional Central Limit

Download Full-text

A Functional Central Limit Theorem for Positively Dependent Random Variables

Journal of Multivariate Analysis ◽

10.1006/jmva.1993.1018 ◽

1993 ◽

Vol 44 (2) ◽

pp. 314-320 ◽

Author(s):

T. Birkel

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Variables ◽

Functional Central Limit Theorem ◽

Dependent Random Variables ◽

Functional Central Limit

Download Full-text

A Functional Central Limit Theorem for Semimartingales

Theory of Probability and Its Applications ◽

10.1137/1125084 ◽

1981 ◽

Vol 25 (4) ◽

pp. 667-688 ◽

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

Download Full-text

The functional central limit theorem for the multivariate MS–ARMA–GARCH model

Economics Letters ◽

10.1016/j.econlet.2014.10.002 ◽

2014 ◽

Vol 125 (3) ◽

pp. 331-335 ◽

Author(s):

Oesook Lee ◽

Jungwha Lee

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Garch Model ◽

Functional Central Limit Theorem ◽

Functional Central Limit

Download Full-text

A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees

The Annals of Applied Probability ◽

10.1214/16-aap1188 ◽

2016 ◽

Vol 26 (6) ◽

pp. 3659-3698 ◽

Author(s):

Rudolf Grübel ◽

Zakhar Kabluchko

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Weak Convergence ◽

Random Walks ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Random Trees ◽

Branching Random Walks ◽

Functional Central Limit

Download Full-text