|Title:||Limit theorems for locally stationary processes|
|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).|
|Appears in Collections:||Sonderforschungsbereich (SFB) 823|
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|DP_0919_SFB823_Kawka.pdf||DNB||314.76 kB||Adobe PDF||View/Open|
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