ON THE CENTRAL-LIMIT-THEOREM AND LAW OF THE ITERATED LOGARITHM FOR STATIONARY-PROCESSES WITH APPLICATIONS TO LINEAR-PROCESSES

被引：8

作者：

YOKOYAMA, R

机构：

[1] Division of Mathematical Sciences, Osaka Kyoiku University, Kashiwara, Osaka

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 59卷 / 02期

关键词：

CENTRAL LIMIT THEOREM; LAW OF THE ITERATED LOGARITHM; STRICTLY STATIONARY PROCESSES; STATIONARY LINEAR PROCESSES; MARTINGALE DIFFERENCE SEQUENCES;

D O I：

10.1016/0304-4149(95)00038-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Many of the proofs of various central limit theorems and laws of the iterated logarithm for strictly stationary processes are based on approximating martingales. Here we study on this line the functional central limit theorem and law of the iterated logarithm for stationary processes, not necessarily possessing a coboundary decomposition, with applications to stationary linear processes.

引用

页码：343 / 351

页数：9

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