Central limit theorem for linear processes with values in a Hilbert space

Central limit theorem for Hölder processes on $\Bbb R^m$-unit cube

Klicnarová, Jana

January 2007

summary:We consider a sequence of stochastic processes $(X_n(\bold t), \bold t\in [0,1]^m)$ with con...

Central limit theorems revisited

Majumdar, Suman
Kundu, Subrata
Mukherjee, Kanchan

April 2000

A Central Limit Theorem for a triangular array of row-wise independent Hilbert-valued random element...

A counter example to central limit theorem in Hilbert spaces under a strong mixing condition

Giraudo, Davide
Volný, Dalibor

January 2014

12 pagesInternational audienceWe show that in a separable infinite dimensional Hilbert space, unifor...

Central limit theorem for linear processes with values in a Hilbert space

Merlevède, Florence

December 1996

AbstractIn this paper we study the behavior of Sn = ∑nk = 1αnkεk associated to an i.i.d. sequence (ε...

Sharp conditions for the CLT of linear processes in a Hilbert Space

Florence Merlevede
Magda Peligrad
Sergey Utev

January 1997

In this paper we study the behavior of sums of a linear process Xk = XJt _,o aj(Zk~j) associated to ...

Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space

El Machkouri, Mohamed

June 2010

7 pagesLet $H$ be a real separable Hilbert space and $(a_k)_{k\in\Z}$ a sequence of bounded linear o...

A central limit theorem for the linear process generated by associated random variables in a Hilbert space

Kim, Tae-Sung
Ko, Mi-Hwa

Let be a strictly stationary associated sequence of H-valued random variables with E[xi]k=0 and E||[...

Hilbert space representations of general discrete time stochastic processes

Johnson, Dudley Paul

February 1985

AbstractWe show that under mild conditions the joint densities Px1,…,xn) of the general discrete tim...

Weak convergence for the covariance operators of a Hilbertian linear process

Mas, André

May 2002

AbstractLet Xt=∑k=−∞+∞ak(εt−k) be a linear process with values in a Hilbert space H. The H valued r....

Ribinis ilgosios atminties funkcinių tiesinių procesų elgesys

Characiejus, Vaidotas

February 2015

We investigate the asymptotic behaviour of linear processes. The interesting question is whether the...

A central limit theorem for stochastic recursive sequences of topical operators

Merlet, Glenn

January 2007

Let (An)n∈ℕ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators...

Weak convergence for the covariance operators of a Hilbertian linear process

Mas, André

Let Xt=[summation operator]k=-[infinity]+[infinity]ak([var epsilon]t-k) be a linear process with val...

Vol. 69, No V

November 2015

On limit theorems for Banach space valued linear processes ∗ Alfredas Račkauskas a, b, Charles Suque...

Central Limit Theorem in a Hilbert space are proved.

March 2015

Abstract. Suppose that {pH) is a sequenoe of random probabili-ty measures on a real and separable Hi...

A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

Hyun-chull Kim

September 2016

Abstract. In this paper we establish a central limit theorem for weighted sums of Yn = ∑n i=1 an,iXi...

Central limit theorem for Hölder processes on $\Bbb R^m$-unit cube

Klicnarová, Jana

January 2007

summary:We consider a sequence of stochastic processes $(X_n(\bold t), \bold t\in [0,1]^m)$ with con...

Central limit theorems revisited

Majumdar, Suman
Kundu, Subrata
Mukherjee, Kanchan

April 2000

A Central Limit Theorem for a triangular array of row-wise independent Hilbert-valued random element...

A counter example to central limit theorem in Hilbert spaces under a strong mixing condition

Giraudo, Davide
Volný, Dalibor

January 2014

12 pagesInternational audienceWe show that in a separable infinite dimensional Hilbert space, unifor...

Central limit theorem for linear processes with values in a Hilbert space

Merlevède, Florence

December 1996

AbstractIn this paper we study the behavior of Sn = ∑nk = 1αnkεk associated to an i.i.d. sequence (ε...

Sharp conditions for the CLT of linear processes in a Hilbert Space

Florence Merlevede
Magda Peligrad
Sergey Utev

January 1997

In this paper we study the behavior of sums of a linear process Xk = XJt _,o aj(Zk~j) associated to ...

Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space

El Machkouri, Mohamed

June 2010

7 pagesLet $H$ be a real separable Hilbert space and $(a_k)_{k\in\Z}$ a sequence of bounded linear o...

A central limit theorem for the linear process generated by associated random variables in a Hilbert space

Kim, Tae-Sung
Ko, Mi-Hwa

Let be a strictly stationary associated sequence of H-valued random variables with E[xi]k=0 and E||[...

Hilbert space representations of general discrete time stochastic processes

Johnson, Dudley Paul

February 1985

AbstractWe show that under mild conditions the joint densities Px1,…,xn) of the general discrete tim...

Weak convergence for the covariance operators of a Hilbertian linear process

Mas, André

May 2002

AbstractLet Xt=∑k=−∞+∞ak(εt−k) be a linear process with values in a Hilbert space H. The H valued r....

Ribinis ilgosios atminties funkcinių tiesinių procesų elgesys

Characiejus, Vaidotas

February 2015

We investigate the asymptotic behaviour of linear processes. The interesting question is whether the...

A central limit theorem for stochastic recursive sequences of topical operators

Merlet, Glenn

January 2007

Let (An)n∈ℕ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators...

Weak convergence for the covariance operators of a Hilbertian linear process

Mas, André

Let Xt=[summation operator]k=-[infinity]+[infinity]ak([var epsilon]t-k) be a linear process with val...

Vol. 69, No V

November 2015

On limit theorems for Banach space valued linear processes ∗ Alfredas Račkauskas a, b, Charles Suque...

Central Limit Theorem in a Hilbert space are proved.

March 2015

Abstract. Suppose that {pH) is a sequenoe of random probabili-ty measures on a real and separable Hi...

A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

Hyun-chull Kim

September 2016

Abstract. In this paper we establish a central limit theorem for weighted sums of Yn = ∑n i=1 an,iXi...

Central limit theorem for Hölder processes on $\Bbb R^m$-unit cube

Klicnarová, Jana

January 2007

summary:We consider a sequence of stochastic processes $(X_n(\bold t), \bold t\in [0,1]^m)$ with con...

Central limit theorems revisited

Majumdar, Suman
Kundu, Subrata
Mukherjee, Kanchan

April 2000

A Central Limit Theorem for a triangular array of row-wise independent Hilbert-valued random element...

A counter example to central limit theorem in Hilbert spaces under a strong mixing condition

Giraudo, Davide
Volný, Dalibor

January 2014

12 pagesInternational audienceWe show that in a separable infinite dimensional Hilbert space, unifor...

Central limit theorem for linear processes with values in a Hilbert space

Abstract

Extracted data

Central limit theorem for linear processes with values in a Hilbert space

Abstract

Extracted data

Related items

Related items