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Functional limit theorems in Hölder space for residuals of nearly nonstationary AR(1) process

DOI: http://dx.doi.org/10.19195/0208-4147.37.1.7

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Nearly nonstationary process, residuals, Hölderian functional limit theorems, epidemic change

A functional limit theorem for locally perturbed random walks

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Functional limit theorem, locally perturbed random walk, martingale characterization, skew Brownian motion

J1 convergence of partial sum processes with a reduced number of jumps

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Functional limit theorem, partial sum process, regular variation, Skorokhod J1 topology, Lévy process, weak dependence, mixing

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