The functional central limit theorem for linear processes with strong near-epoch dependent innovations
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Publication:624594
DOI10.1016/j.jmaa.2010.10.078zbMath1206.60027OpenAlexW1975576942MaRDI QIDQ624594
Publication date: 9 February 2011
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.078
Related Items (3)
The variance of partial sums of strong near-epoch dependent variables ⋮ The law of the iterated logarithm for LNQD sequences ⋮ The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
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