Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process (Q1899262): Difference between revisions

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+https://doi.org/10.1016/0304-4149(94)00082-5
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+Q5560061
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+On Gordin's central limit theorem for stationary processes
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+Q3911791
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+Invariance principles for dependent variables
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+On the invariance principle for nonstationary mixingales
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+Asymptotics for linear processes
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+Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
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