Limit theorems for the discount sums of moving averages (Q2930896)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6371625
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limit theorems for the discount sums of moving averages |
scientific article; zbMATH DE number 6371625 |
Statements
Limit theorems for the discount sums of moving averages (English)
0 references
20 November 2014
0 references
absolutely regular mixing
0 references
CLT (FCLT)
0 references
discount sums
0 references
Abel sums
0 references
moving average
0 references
Beinstein's blocking technique
0 references
Beveridge-Nelson (BN) decomposition
0 references
OLS estimates
0 references
0 references
0.7782477736473083
0 references
0.7653923034667969
0 references
0.7555952668190002
0 references
0.7555091381072998
0 references
0.7533645033836365
0 references
