Laws of large numbers and central limit theorems for linear processes

MaRDI QIDQ5475218zbMATH OpenFDO

Authors Shuhe Hu, Zehui He, Songlin Ma, Ting-Ting Zha

Publication date 16 June 2006

zbMATH Keywords

Beveridge-Nelson decompositioncentral limit theorylaw of large numberslinear process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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• Central limit theorem for linear processes
• Weak law of large numbers for linear processes
• Limit theorems for locally stationary processes
• Martingale decomposition and approximations for nonlinearly dependent processes
• A simple approach in limit theorems for linear random processes and fields with continuous time
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• ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES
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• Law of large numbers and central limit theorem for donsker's delta function
• Central limit theorems for arrays of decimated linear processes

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