Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kawka, Rafael | - |
dc.date.accessioned | 2019-05-10T14:01:56Z | - |
dc.date.available | 2019-05-10T14:01:56Z | - |
dc.date.issued | 2019 | - |
dc.identifier.uri | http://hdl.handle.net/2003/38046 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-20029 | - |
dc.description.abstract | We present limit theorems for locally stationary processes that have a one sided time-varying moving average representation. In particular, we prove a central limit theorem (CLT), a weak and a strong law of large numbers (WLLN, SLLN) and a law of the iterated logarithm (LIL) under mild assumptions that are closely related to those originally imposed by Dahlhaus and Polonik (2006). | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB823;9/2019 | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Limit theorems for locally stationary processes | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
eldorado.secondarypublication | false | de |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_0919_SFB823_Kawka.pdf | DNB | 314.76 kB | Adobe PDF | View/Open |
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