Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences
Year of publication: |
2011
|
---|---|
Authors: | Kourogenis, Nikolaos ; Pittis, Nikitas |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 30.2011, 1, p. 88-108
|
Publisher: |
Taylor & Francis Journals |
Subject: | Central limit theorem | Invariance Principle | Mixing | Trending variances | Variance break |
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