Asymptotics for linear processes

DOI10.1214/aos/1176348666zbMath0759.60021OpenAlexW2048575689MaRDI QIDQ1193361

Peter C. B. Phillips, Victor Solo

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348666

zbMATH Keywords

invariance principleslinear processescentral limit theoremsstable processeslaws of large numberslaws of iterated logarithmalgebraic decomposition of the linear filter

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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