The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model

DOI10.1016/j.econlet.2014.06.029zbMath1303.60025OpenAlexW2090165059MaRDI QIDQ485701

Oesook Lee

Publication date: 14 January 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.06.029

zbMATH Keywords

functional central limit theoremCUSUMstructural break\(L_2\)-NED\(\mathrm{HAR}(\infty)\) model

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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