A central limit theorem for self-normalized sums of a linear process
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Publication:2462075
DOI10.1016/j.spl.2007.03.034zbMath1129.60024OpenAlexW2027921833MaRDI QIDQ2462075
Mindaugas Juodis, Alfredas Račkauskas
Publication date: 23 November 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.034
Related Items (7)
Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ On Beveridge-Nelson decomposition and limit theorems for linear random fields ⋮ Modified unit root tests with nuisance parameter free asymptotic distributions ⋮ Functional central limit theorems for self-normalized partial sums of linear processes ⋮ Random central limit theorems for linear processes with weakly dependent innovations ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ The Self-normalized Asymptotic Results for Linear Processes
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- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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