A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
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Publication:623491
DOI10.1007/s11203-007-9015-yzbMath1204.60026OpenAlexW2163219313MaRDI QIDQ623491
Jean-Marc Bardet, Paul Doukhan, José Rafael León
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9015-y
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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