Dependence and stochastic limit theory (in Russian)
AbstractIn this essay we provide the basic asymptotic theory that serves as background theory for estimators in time series. We outline concepts of dependence used for stochastic limit theory, covering mixing, mixingale and near epoch dependence properties. We then detail some of the most general probability and distribution limit theorems for these processes popularly employed for time series theory and applications.
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Bibliographic InfoArticle provided by Quantile in its journal Quantile.
Volume (Year): (2012)
Issue (Month): 10 (December)
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Web page: http://quantile.ru/
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