Invariance principle for a class of non stationary processes with long memory

被引：8

作者：

Philippe, A

Surgailis, D

Viano, MC

机构：

[1] Univ Nantes, Lab Math Jean Leray, CNRS, UMR 6629, F-44322 Nantes 3, France

[2] Vilnius Inst Math & Informat, LT-2600 Vilnius, Lithuania

[3] Univ Lille 1, Lab Paul Painleve, CNRS, UMR 8524, F-59655 Villeneuve Dascq, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 342卷 / 04期

关键词：

D O I：

10.1016/j.crma.2005.12.001

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove a functional central limit theorem for the partial sums of a class of time varying processes with long memory. To cite this article: A. Philippe et al., C. R. Acad. Sci. Paris, Ser. I 342 (2006). (c) 2005 Academie des sciences. Published by Elsevier SAS. All rights reserved.

引用

页码：269 / 274

页数：6