Limit theorems for the discount sums of moving averages (Q2930896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for the discount sums of moving averages |
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Limit theorems for the discount sums of moving averages (English)
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20 November 2014
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absolutely regular mixing
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CLT (FCLT)
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discount sums
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Abel sums
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moving average
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Beinstein's blocking technique
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Beveridge-Nelson (BN) decomposition
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OLS estimates
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