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arXiv · 1509.00299

The central limit theorem for a sequence of random processes with space varying long memory

Vaidotas Characiejus·Alfredas Račkauskas
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Abstract

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 space $L^2(μ)$ for the partial sums of the sequence of random processes with space varying long memory. Of particular interest is a non-standard normalization of the partial sums in the central limit theorem.

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Vaidotas Characiejus, Alfredas Račkauskas. 2015-09-01. The central limit theorem for a sequence of random processes with space varying long memory. https://doi.org/10.1007/s10986-013-9200-1

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