The central limit theorem for a sequence of random processes with space-varying long memory

被引：4

作者：

Characiejus, Vaidotas ^{[1
]}

Rackauskas, Alfredas ^{[1
]}

机构：

[1] Vilnius State Univ, Fac Math & Informat, LT-03225 Vilnius, Lithuania

来源：

LITHUANIAN MATHEMATICAL JOURNAL | 2013年 / 53卷 / 02期

关键词：

long memory; random processes; square-integrable sample paths; central limit theorem; weak convergence;

D O I：

10.1007/s10986-013-9200-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we investigate a sequence of square-integrable random processes with space-varying memory. We establish sufficient conditions for the central limit theorem in the space L (2)(mu) for the partial sums of the sequence of random processes with space-varying long memory. Of particular interest is a nonstandard normalization of the partial sums in the central limit theorem.

引用

页码：149 / 160

页数：12

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