Quenched central limit theorems for a stationary linear process
| Autor: | Michael Woodroofe, Dalibor Volny |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
Invariance principle Mathematical analysis Probability (math.PR) Linear process Standard deviation Mathematics::Probability Convergence (routing) FOS: Mathematics 60F05 60G10 60G42 28D05 Statistics Probability and Uncertainty Mathematics - Probability Central limit theorem Mathematics |
| Popis: | We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are o(n), there is a CLT with a convergence towards N(0,1) when dividing by standard deviation of the partial sums, and the CLT is not quenched. The weak invariance principle does not hold. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|