Asymptotic behavior of weakly dependent aggregated processes

DOI10.1007/s10998-011-5039-6zbMath1274.60110MaRDI QIDQ1945281

Moritz Jirak

Publication date: 5 April 2013

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-011-5039-6

zbMATH Keywords

aggregation; invariance principle; random coefficient AR(1)/AR(2) process

Mathematics Subject Classification ID

62G05: Nonparametric estimation

60F17: Functional limit theorems; invariance principles

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

Related Items

Limit Theorems for Aggregated Linear Processes

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