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

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