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Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de, (1996)
Strong laws of large numbers for dependent heterogeneous processes : a synthesis of recent and new results
Davidson, James E. H., (1997)
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de, (2000)