A random functional central limit theorem is obtained for processes of partial sums andproduct sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding ...A random functional central limit theorem is obtained for processes of partial sums andproduct sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding results on processes of partial sums of linear processesgenerated by strictly stationary martingale differences, which can be found in [5].展开更多
基金the National Natural Science Foundation of China(No.10271087).
文摘A random functional central limit theorem is obtained for processes of partial sums andproduct sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding results on processes of partial sums of linear processesgenerated by strictly stationary martingale differences, which can be found in [5].
