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.

MoreLess

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)

More details

Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2005-45 1 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005703953