Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Nikolaos Kourogenis and Nikitas Pittis
| Year of publication: |
2011
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|---|---|
| Authors: | Kourogenis, Nikolaos ; Pittis, Nikitas |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 1, p. 88-108
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| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Zentraler Grenzwertsatz | Central limit theorem |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008990458