A Functional Limit Theorem for weakly Dependent Processes and its Applications
We prove a general functional central limit theorem for weak dependent time series. Those probabilisticresults are for a large variety of models. For instance, ARCH(1) and bilinear processes, andtwo sided linear, bilinear and ARCH(1) processes.
Year of publication: |
2005
|
---|---|
Authors: | Bardet, Jean-Marc ; Doukhan, Paul ; Leon_, José Rafael |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Bardet, Jean-Marc, (2005)
-
Weak Dependence : Models and Applications
Ango Nze, Patrick, (2001)
-
A New Covariance Inequality and Applications
Dedecker, Jerôme, (2002)
- More ...