The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594): Difference between revisions

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Revision as of 20:18, 19 March 2024

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The functional central limit theorem for linear processes with strong near-epoch dependent innovations
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    The functional central limit theorem for linear processes with strong near-epoch dependent innovations (English)
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    9 February 2011
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    linear process
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    strong near-epoch dependence
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    functional central limit theorem
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    ARMA model
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    GARCH model
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