Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
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Publication:1431520
DOI10.3150/bj/1066418880zbMath1053.60017OpenAlexW2005318219MaRDI QIDQ1431520
Vladas Pipiras, Murad S. Taqqu
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1066418880
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07)
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