Authors: | Kawka, Rafael |
Title: | Limit theorems for locally stationary processes |
Language (ISO): | en |
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). |
URI: | http://hdl.handle.net/2003/38046 http://dx.doi.org/10.17877/DE290R-20029 |
Issue Date: | 2019 |
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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