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.secondarypublication | false | de |