A random functional central limit theorem for stationary linear processes generated by martingales

A random functional central limit theorem is obtained for a stationary linear process of the form , where {[var epsilon]t} is a strictly stationary sequence of martingale differences and .

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Year of publication:	1997
Authors:	Fakhre-Zakeri, Issa ; Lee, Sangyeol
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 4, p. 417-422
Publisher:	Elsevier
Keywords:	Functional central limit theorem Linear process Martingales Mixing in the sense of Rényi Random indices Stationary

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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