The central limit theorem for time series regression

DOI10.1016/0304-4149(79)90050-4zbMath0421.60018OpenAlexW2076159586MaRDI QIDQ1133230

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(79)90050-4

zbMATH Keywords

central limit theorem invariance principle martingale mixing weak mixing regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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