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math.PR2017
Limit theorems for multivariate long-range dependent processes
Marie-Christine Düker
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the s…
math.PR2017
Limit theorems for Hilbert space-valued linear processes under long range dependence
Marie-Christine Düker
Let be a linear process with values in a separable Hilbert space given by for eac…