Asymptotic normality for weighted sums of linear processes

MaRDI QIDQ5129358zbMATH OpenFDO

Authors Xuehai Ying, Jun Xu, Guang-Hui Cai

Publication date 27 October 2020

zbMATH Keywords

central limit theoremweighted sums\(\alpha \)-mixinglinear process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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(8)

• Asymptotic normality for random sums of linear processes
• scientific article; zbMATH DE number 5055405 (Why is no real title available?)
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
• On asymptotic distributions of weighted sums of periodograms
• Asymptotic behavior of optimal weighting in generalized self-normalization for time series
• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES
• Uniform asymptotic normality of weighted sums of short-memory linear processes
• Asymptotic normality for weighted sums of linear processes

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