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math.PR2017
Weak invariance principle in Besov spaces for stationary martingale differences
Davide Giraudo, Alfredas Rackauskas
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as we…
math.PR2015★ 8 cited
The central limit theorem for a sequence of random processes with space varying long memory
Vaidotas Characiejus, Alfredas Račkauskas
In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the spa…