Add to ORKGAbstract. In this paper we consider the central limit theorems for functionals G: R" '-, R of one-sided m-dimensional linear processes X, = xr = A, 2,-, , where A, is a nonrandom matrix m x in and 2,'s are i.i.d. random vectors in R"'
This book serves as a comprehensive source of asymptotic results for econometric models with determi...
The paper establishes weak convergence in C [ 0 , 1 ] of normalized stochastic processes, generated ...
International audienceIn this paper, a very useful lemma (in two versions) is proved: it simplifies ...
We prove a general functional central limit theorem for weak dependent time series. Those probabilis...
AbstractIn this paper we consider two functional limit theorems for the non-linear functional of the...
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit...
AbstractLet {X1n}, ..., {Xkn} be k stationary Gaussian processes. Suppose H is a functional of k var...
Let {X1n}, ..., {Xkn} be k stationary Gaussian processes. Suppose H is a functional of k variables. ...
For a linear random field (linear p-parameter stochastic process) generated by a dependent random fi...
This paper establishes a central limit theorem (CLT) for empirical processes indexed by smooth funct...
A random functional central limit theorem is obtained for a stationary linear process of the form , ...
In this paper we study the behavior of sums of a linear process Xk = XJt _,o aj(Zk~j) associated to ...
Abstract—The central limit theorem is proved within the framework of the functional approach for si...
We present almost sure central limit theorems for stochastic processes whose time parameter ranges o...
AbstractIn this note we prove a functional central limit theorem for LPQD processes, satisfying some...
This book serves as a comprehensive source of asymptotic results for econometric models with determi...
The paper establishes weak convergence in C [ 0 , 1 ] of normalized stochastic processes, generated ...
International audienceIn this paper, a very useful lemma (in two versions) is proved: it simplifies ...
We prove a general functional central limit theorem for weak dependent time series. Those probabilis...
AbstractIn this paper we consider two functional limit theorems for the non-linear functional of the...
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit...
AbstractLet {X1n}, ..., {Xkn} be k stationary Gaussian processes. Suppose H is a functional of k var...
Let {X1n}, ..., {Xkn} be k stationary Gaussian processes. Suppose H is a functional of k variables. ...
For a linear random field (linear p-parameter stochastic process) generated by a dependent random fi...
This paper establishes a central limit theorem (CLT) for empirical processes indexed by smooth funct...
A random functional central limit theorem is obtained for a stationary linear process of the form , ...
In this paper we study the behavior of sums of a linear process Xk = XJt _,o aj(Zk~j) associated to ...
Abstract—The central limit theorem is proved within the framework of the functional approach for si...
We present almost sure central limit theorems for stochastic processes whose time parameter ranges o...
AbstractIn this note we prove a functional central limit theorem for LPQD processes, satisfying some...
This book serves as a comprehensive source of asymptotic results for econometric models with determi...
The paper establishes weak convergence in C [ 0 , 1 ] of normalized stochastic processes, generated ...
International audienceIn this paper, a very useful lemma (in two versions) is proved: it simplifies ...