Limit theorems for locally stationary processes

Kawka, Rafael2021-05-282021-05-282020-10-01http://hdl.handle.net/2003/4022610.17877/DE290R-22099We 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.enStat Papers;https://creativecommons.org/licenses/by/4.0/Locally stationary processCentral limit theoremLaw of large numbersLaw of the iterated logarithm310Limit theorems for locally stationary processesarticle (journal)Stationärer ProzessZentraler GrenzwertsatzGesetz der großen Zahlen