Departure from normality of increasing-dimension martingales

DOI10.1016/j.jmva.2008.11.004zbMath1349.60025OpenAlexW2118360369MaRDI QIDQ1012546

Ignacio Arbués

Publication date: 21 April 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.11.004

zbMATH Keywords

Banach spacescentral limit theoremapproximate modelsconfidence regionsresidual autocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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