Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes
Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes
复制标题
平稳高斯过程非线性泛函的极限定理
DOI：
10.1006/jmva.2001.1986
复制
发表时间：
2002
影响因子：
1.6
通讯作者：
S. B. Hariz
中科院分区：
文献类型：
--
作者：
S. B. Hariz
本文考虑满足短程相依条件的平稳高斯过程的非线性泛函的两个泛函极限定理：部分和过程的泛函极限定理和一类特殊函数的一致极限定理。为了进行证明，我们建立了关于高斯过程泛函的Rosenthal型不等式。
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.