Central limit theorems for moving average processes
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Publication:2393659
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- Publication:4493448
- scientific article; zbMATH DE number 2042828
Cites work
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- A Theorem on Products of Random Variables, With Application to Regression
- A generalization of the Iterated Logarithm Law for weighted sums with infinite variance
- Association of Random Variables, with Applications
- Asymptotics for linear processes
- Central limit theorem for linear processes
- Central limit theorem for linear processes with infinite variance
- Central limit theorem for stationary linear processes
- Donsker's theorem for self-normalized partial sums processes
- Foundations of Modern Probability
- Functional limit theorem for moving average processes generated by dependent random vari\-ables
- Functional limit theorems for linear processes in the domain of attraction of stable laws
- Hájek-Rényi-type inequality for associated sequences
- Large and moderate deviations for moving average processes
- Large deviation principles for moving average processes of real stationary sequences
- Large deviations for moving average processes
- Moderate deviation principles for moving average processes of real stationary sequences
- Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
- More limit theory for the sample correlation function of moving averages
- Precise asymptotics in the law of the iterated logarithm of moving-average processes
- Some Limit Theorems for Stationary Processes
- The central limit theorem for stationary associated sequences
Cited in
(9)- Asymptotic distribution with random indices for linear processes
- A central limit theorem for autoregressive integrated moving average processes
- A central limit theorem for moving average process with negatively associated innovation
- Limit theorems for additive statistics based on moving average samples
- Central limit theorem for moving average processes generated by AANA random variable sequences
- The central limit theorem for the sum of random number of moving average processes of \(m\)-dependent \(B\)-valued elements
- Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
- scientific article; zbMATH DE number 2042828 (Why is no real title available?)
- Complete moment convergence of moving-average processes under END assumptions
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