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Volumn 35, Issue 4, 1997, Pages 417-422

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

Author keywords

Functional central limit theorem; Linear process; Martingales; Mixing in the sense of Renyi; Random indices; Stationary

Indexed keywords


EID: 0031280737     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00040-0     Document Type: Article
Times cited : (6)

References (10)
  • 1
    • 0002478027 scopus 로고
    • On mixing and stability of limit theorems
    • Aldous, D.J., Eagleson, G.K., 1978. On mixing and stability of limit theorems. Ann. Probab. 6, 325-331.
    • (1978) Ann. Probab. , vol.6 , pp. 325-331
    • Aldous, D.J.1    Eagleson, G.K.2
  • 2
    • 0001726867 scopus 로고
    • A random functional central limit theorem for martingales
    • Babu, G.J., Ghosh, M., 1976. A random functional central limit theorem for martingales. Acta. Math. Acad. Sci. Hungar. 27, 301-306.
    • (1976) Acta. Math. Acad. Sci. Hungar. , vol.27 , pp. 301-306
    • Babu, G.J.1    Ghosh, M.2
  • 4
    • 0002077833 scopus 로고
    • Some examples and results in the theory of mixing and random-sum central limit theorems
    • Csörgö, M., Fischler, M., 1973. Some examples and results in the theory of mixing and random-sum central limit theorems. Period. Math. Hungar, 3, 41-57.
    • (1973) Period. Math. Hungar , vol.3 , pp. 41-57
    • Csörgö, M.1    Fischler, M.2
  • 5
    • 38249002342 scopus 로고
    • A central limit theorem with random indices for stationary linear processes
    • Fakhre-Zakeri, Farshidi, J., 1993. A central limit theorem with random indices for stationary linear processes. Statist. Probab. Lett. 17, 91-95.
    • (1993) Statist. Probab. Lett. , vol.17 , pp. 91-95
    • Fakhre-Zakeri1    Farshidi, J.2
  • 6
    • 0010806303 scopus 로고
    • On the speed of convergence of the distribution of random sum of weighted independent variables
    • Fotopoulous, S.B., 1991. On the speed of convergence of the distribution of random sum of weighted independent variables. Sequential Anal. 10, 17-26.
    • (1991) Sequential Anal. , vol.10 , pp. 17-26
    • Fotopoulous, S.B.1
  • 9
    • 0000000991 scopus 로고
    • On limit theorems for quadratic functions of discrete time-series
    • Hannan, E.J., Heyde, C.C., 1972. On limit theorems for quadratic functions of discrete time-series. Ann. Math. Statist. 43, 2058-2066.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 2058-2066
    • Hannan, E.J.1    Heyde, C.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.