| Автор | Davidson, James |
| Дата выпуска | 1992 |
| dc.description | A central limit theorem is proved for dependent stochastic processes. Global heterogeneity of the distribution of the terms is permitted, including asymptotically unbounded moments. The approach is to adapt a CLT for martingale differences due to McLeish and show that suitably defined Bernstein blocks satisfy the required conditions. |
| Формат | application.pdf |
| Издатель | Cambridge University Press |
| Копирайт | Copyright © Cambridge University Press 1992 |
| Название | A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes |
| Тип | research-article |
| DOI | 10.1017/S0266466600012950 |
| Electronic ISSN | 1469-4360 |
| Print ISSN | 0266-4666 |
| Журнал | Econometric Theory |
| Том | 8 |
| Первая страница | 313 |
| Последняя страница | 329 |
| Аффилиация | Davidson James; London School of Economics |
| Выпуск | 3 |
