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| A RANDOM FUNCTIONAL CENTRAL LIMIT THEOREM FOR PROCESSES OF PRODUCT SUMS OF LINEAR PROCESSES GENERATED BY MARTINGALE DIFFERENCES |
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Citation： |
WANG Yuebao,YANG Yang,ZHOU Haiyang.A RANDOM FUNCTIONAL CENTRAL LIMIT THEOREM FOR PROCESSES OF PRODUCT SUMS OF LINEAR PROCESSES GENERATED BY MARTINGALE DIFFERENCES[J].Chinese Annals of Mathematics B,2003,24(4):449~456 |
| Page view： 1188
Net amount： 864 |
Authors： |
WANG Yuebao; YANG Yang;ZHOU Haiyang |
Foundation： |
Project supported by the National Natural Science Foundation of China (No.10271087). |
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| Abstract： |
A random functional central limit theorem is obtained for processes of partial sums and
product sums of linear processes generated by non-stationary martingale differences. It develops
and improves some corresponding results on processes of partial sums of linear processes
generated by strictly stationary martingale differences, which can be found in [5]. |
Keywords： |
Random functional central limit theorem, Processes of product sums, Wiener measure, Linear processes, Martingale difference |
Classification： |
60F05, 60G10, 60F15, 62L12 |
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