| Title |
Hölderian functional central limit theorem for linear processes / |
| Translation of Title |
Hiolderinė FCRT tiesiniams procesams. |
| Authors |
Juodis, Mindaugas |
| DOI |
10.15388/LMR.2004.32281 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. 2004, T. 44, spec, Nr, p. 812-816.. ISSN 0132-2818 |
| Keywords [eng] |
Convergence, near ; Process, linear ; Space, Hölder |
| Abstract [eng] |
Let (X_t)_t>=1 be a linear process defined [...] is a sequence of real numbers and [...] is a sequence of i.i.d. random variables with null expectation and variance 1. This paper provides Hölderian FCLT for (X_t)_t>=1 with wide class of filters. Filters with ψ(i)=l(i)/i for a slowly varying function l(i) are allowed. The weak convergence of polygonal line process build from sums of (X_t)_t>=1 to be standard Brownian motion W in the Hölder space (H_α), 0<α<1/2-1/τ holds provided the proper noise behavior is satisfied: [...]. |
| Type |
Journal article |
| Language |
English |
| Publication date |
2004 |
| CC license |
|
