ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940)
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scientific article; zbMATH DE number 6305655
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English | ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES |
scientific article; zbMATH DE number 6305655 |
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ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (English)
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20 June 2014
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linear processes
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asymptotic normality
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weak convergence
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GARCH models
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nonparametric regression function
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