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- Publisher
- Springer Journals
- Copyright
- Copyright © 2015 by Springer Science+Business Media New York
- Subject
- Mathematics; Probability Theory and Stochastic Processes; Statistics, general
- ISSN
- 0894-9840
- eISSN
- 1572-9230
- DOI
- 10.1007/s10959-015-0598-8
- Publisher site
- See Article on Publisher Site
Abstract
Weak convergence of various general functionals of partial sums of dependent random variables to stochastic integrals now plays a major role in modern statistics theory. In this paper, we obtain the weak convergence of various general functionals of partial sums of causal process by means of the method which was introduced in Jacod and Shiryaev (Limit theorems for stochastic processes. Springer, Berlin, 2003).
Journal
Journal of Theoretical Probability – Springer Journals
Published: Jan 31, 2015