| A RANDOM FUNCTIONAL CENTRAL LIMIT THEOREM FOR PROCESSES OF PRODUCT SUMS OF LINEAR PROCESSES GENERATED BY MARTINGALE DIFFERENCES＊＊＊ |
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| 作者姓名： | WANG Yuebao YANG Yang ZHOU Haiyang |
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| 作者单位： | WANG YUEBAO YANG YANG ZHOU HAIYANG Department of Mathematics,Suzhou University,Suzhou 215006,Jiangsu,China. Department of Mathematics,Suzhou University,Suzhou 215006,Jiangsu,China. |
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| 基金项目： | the National Natural Science Foundation of China(No.10271087). |
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| 摘 要： | A random functional central limit theorem is obtained for processes of partial sums and product 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 processes generated by strictly stationary martingale differences, which can be found in [5].
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| 关 键 词： | 随机泛函 中心极限定理 鞅差分 积和过程 Wiener测度 线性过程 |
| 收稿时间： | 2019-04-02 |
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