Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes

Samir Ben Hariz

Journal of Multivariate Analysis, 2002, vol. 80, issue 2, 191-216

Abstract: In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develop Rosenthal type inequalities for the functional of Gaussian processes.

Keywords: empirical; processes; weakly; dependent; processes; Gaussian; processes; functional; central; limit; theorems; Rosenthal; type; inequalities (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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