Asymptotic normality for weighted sums of linear processes

zbMATH Open1463.60031MaRDI QIDQ5129358FDOQ5129358

Authors: Xuehai Ying, Jun Xu, Guang-Hui Cai 

Publication date: 27 October 2020

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zbMATH Keywords

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

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES
• Title not available (Why is that?)
• Asymptotic behavior of optimal weighting in generalized self-normalization for time series
• Uniform asymptotic normality of weighted sums of short-memory linear processes
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• Asymptotic normality for weighted sums of linear processes
• Asymptotic normality for random sums of linear processes
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights

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