ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

DOI10.1017/S0266466613000182zbMath1316.60030OpenAlexW3121402597MaRDI QIDQ4979940

Hira L. Koul, Liudas Giraitis, Karim M. Abadir, Walter Distaso

Publication date: 20 June 2014

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

Full work available at URL: https://doi.org/10.1017/s0266466613000182

zbMATH Keywords

weak convergenceasymptotic normalitylinear processesGARCH modelsnonparametric regression function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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