Weak convergence in the near unit root setting
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Publication:385116
DOI10.1016/j.spl.2013.01.029zbMath1287.60030MaRDI QIDQ385116
Liudas Giraitis, Natalia Bailey
Publication date: 29 November 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.029
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G50: Sums of independent random variables; random walks
Cites Work
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