Dalla, Violetta; Giraitis, Liudas; Koul, Hira L. - In: Journal of Time Series Analysis 35 (2014) 2, pp. 151-172
type="main" xml:id="jtsa12056-abs-0001"This article presents a general method for studentizing weighted sums of a linear process where weights are arrays of known real numbers and innovations form a martingale difference sequence. Asymptotical normality for such sums was established in Abadir et...