Titelaufnahme

Titel
Limit theorems for locally stationary processes / Rafael Kawka
VerfasserKawka, Rafael
ErschienenDortmund : Universitätsbibliothek Dortmund, May 2019
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Elektronische Ressource
Umfang1 Online-Ressource (11 Seiten)
SerieDiscussion paper ; Nr. 9/2019
URNurn:nbn:de:hbz:6:2-125474 
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Limit theorems for locally stationary processes [0.3 mb]
Zusammenfassung

We present limit theorems for locally stationary processes that have a one sided time-varying moving average representation. In particular, we prove a central limit theorem (CLT), a weak and a strong law of large numbers (WLLN, SLLN) and a law of the iterated logarithm (LIL) under mild assumptions that are closely related to those originally imposed by Dahlhaus and Polonik (2006).

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