Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.

DOI10.1016/S0304-4076(01)00100-2zbMath1041.60032WikidataQ57944332 ScholiaQ57944332MaRDI QIDQ1858916

Yanyan Li

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

TARfunctional central limit theoremnonlinear processesGARCHbilinear processesnear-epoch dependence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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