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Uniform asymptotic normality of weighted sums of short-memory linear processes - MaRDI portal

Uniform asymptotic normality of weighted sums of short-memory linear processes (Q5109495)

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scientific article; zbMATH DE number 7199528
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Uniform asymptotic normality of weighted sums of short-memory linear processes
scientific article; zbMATH DE number 7199528

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    Uniform asymptotic normality of weighted sums of short-memory linear processes (English)
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    12 May 2020
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    uniform limit theorem
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    weak invariance principle
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    \(p\)-variation
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    change points
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    regression
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    short memory linear process
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