FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

DOI10.1017/S026646660505022XzbMath1062.62210OpenAlexW2089669677MaRDI QIDQ4680630

Chien-Ho Wang, Robert M. de Jong

Publication date: 7 June 2005

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646660505022x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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