Distributional Limit Theorems for Empirical Processes Generated by Functions of a Stationary Gaussian Process

Miguel A. Arcones ()
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Miguel A. Arcones: Binghamton University, Department of Mathematical Sciences

A chapter in Empirical Process Techniques for Dependent Data, 2002, pp 257-271 from Springer

Abstract: Abstract We review the literature about limit theorems for sums of a nonlinear function of a stationary sequence of Gaussian r.v.’s. We also consider limit theorems for empirical processes in the previous setup.

Keywords: Limit Theorem; Central Limit Theorem; Stationary Sequence; Hermite Polynomial; Empirical Process (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0099-4_9

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DOI: 10.1007/978-1-4612-0099-4_9

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