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Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations - MaRDI portal

Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations (Q2627894)

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Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations
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    Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations (English)
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    1 June 2017
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    linear process
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    AR(1) process
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    central limit theorem
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    functional central limit theorem
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    almost sure central limit theorem
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    self-normalized sum
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