FUNCTIONAL CENTRAL-LIMIT-THEOREM FOR THE EMPIRICAL PROCESS OF SHORT-MEMORY LINEAR-PROCESSES

Authors
DOUKHAN P SURGAILIS D
Citation
P. Doukhan et D. Surgailis, FUNCTIONAL CENTRAL-LIMIT-THEOREM FOR THE EMPIRICAL PROCESS OF SHORT-MEMORY LINEAR-PROCESSES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 326(1), 1998, pp. 87-92
Citations number
9
Categorie Soggetti
Mathematics,Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
326
Issue
1
Year of publication
1998
Pages
87 - 92
Database
ISI
SICI code
0764-4442(1998)326:1<87:FCFTEP>2.0.ZU;2-X
Abstract
We prove the functional central limit theorem fur the empirical distri bution function of a stationary causal moving average sequence with ab solutely summable weights.