Limit theorems for locally stationary processes

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.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.identifier.uri	http://hdl.handle.net/2003/40226
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-22099
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.subject.rswk	Stationärer Prozess	de
dc.subject.rswk	Zentraler Grenzwertsatz	de
dc.subject.rswk	Gesetz der großen Zahlen	de
dc.title	Limit theorems for locally stationary processes	en
dc.type	Text	de
dc.type.publicationtype	article	de
dcterms.accessRights	open access
eldorado.secondarypublication	true	de
eldorado.secondarypublication.primarycitation	Kawka, R. Limit theorems for locally stationary processes. Stat Papers (2020).	de
eldorado.secondarypublication.primaryidentifier	https://doi.org/10.1007/s00362-020-01204-1	de

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