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ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES - MaRDI portal

ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940)

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scientific article; zbMATH DE number 6305655
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ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
scientific article; zbMATH DE number 6305655

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    ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (English)
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    20 June 2014
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    linear processes
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    asymptotic normality
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    weak convergence
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    GARCH models
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    nonparametric regression function
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