Title of article
On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
Author/Authors
Yokoyama، نويسنده , , Ryozo، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
9
From page
343
To page
351
Abstract
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.
Keywords
Central Limit Theorem , Law of the iterated logarithm , Stationary linear processes , Martingale difference sequences , Strictly stationary processes
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575785
Link To Document