Limit theorems for locally stationary processes

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DC Field	Value	Language
dc.contributor.author	Kawka, Rafael	-
dc.date.accessioned	2021-05-28T11:19:48Z	-
dc.date.available	2021-05-28T11:19:48Z	-
dc.date.issued	2020-10-01	-
dc.identifier.uri	http://hdl.handle.net/2003/40226	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-22099	-
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 using a time-varying Beveridge–Nelson decomposition.	en
dc.language.iso	en	de
dc.relation.ispartofseries	Stat Papers;	-
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/	-
dc.subject	Locally stationary process	en
dc.subject	Central limit theorem	en
dc.subject	Law of large numbers	en
dc.subject	Law of the iterated logarithm	en
dc.subject.ddc	310	-
dc.title	Limit theorems for locally stationary processes	en
dc.type	Text	de
dc.type.publicationtype	article	de
dc.subject.rswk	Stationärer Prozess	de
dc.subject.rswk	Zentraler Grenzwertsatz	de
dc.subject.rswk	Gesetz der großen Zahlen	de
dcterms.accessRights	open access	-
eldorado.secondarypublication	true	de
eldorado.secondarypublication.primaryidentifier	https://doi.org/10.1007/s00362-020-01204-1	de
eldorado.secondarypublication.primarycitation	Kawka, R. Limit theorems for locally stationary processes. Stat Papers (2020).	de
Appears in Collections:	Lehrstuhl Statistik und Ökonometrie

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