Gaussian approximations for non-stationary multiple time series
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Publication:3094088
DOI10.5705/ss.2008.223zbMath1251.60029OpenAlexW2122524893MaRDI QIDQ3094088
Publication date: 21 October 2011
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/91fabf5fdd89ea37db553e6e0e9c6d49fd2c639c
central limit theoremlocal stationarityfunctional linear modelsGaussian approximationsnon-stationarity nonlinear multiple series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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