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dc.contributor.authorKawka, Rafael-
dc.date.accessioned2019-05-10T14:01:56Z-
dc.date.available2019-05-10T14:01:56Z-
dc.date.issued2019-
dc.identifier.urihttp://hdl.handle.net/2003/38046-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-20029-
dc.description.abstractWe 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.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;9/2019en
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleLimit theorems for locally stationary processesen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
eldorado.secondarypublicationfalsede
Appears in Collections:Sonderforschungsbereich (SFB) 823

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