Limit theorems for locally stationary processes

dc.contributor.author	Kawka, Rafael
dc.date.accessioned	2019-05-10T14:01:56Z
dc.date.available	2019-05-10T14:01:56Z
dc.date.issued	2019
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 that are closely related to those originally imposed by Dahlhaus and Polonik (2006).	en
dc.identifier.uri	http://hdl.handle.net/2003/38046
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-20029
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB823;9/2019	en
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Limit theorems for locally stationary processes	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access
eldorado.dnb.deposit	true	de
eldorado.secondarypublication	false	de

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