Limit theorems for locally stationary processes

DOI10.1007/s00362-020-01204-1zbMath1484.60040OpenAlexW3089389934MaRDI QIDQ2062401

Rafael Kawka

Publication date: 27 December 2021

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01204-1

zbMATH Keywords

law of large numberslaw of the iterated logarithmcentral limit theoremlocally stationary process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Cites Work

• Time series analysis: Methods and applications
• Empirical spectral processes for locally stationary time series
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• Asymptotics for linear processes
• Iterated logarithm results for weighted averages of martingale difference sequences
• Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments
• A strong law for weighted sums of i.i.d. random variables
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
• Almost sure convergence theorems of weighted sums of random variables