Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences
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References listed on IDEAS
- Knight, John L. & Yu, Jun, 2002.
"Empirical Characteristic Function In Time Series Estimation,"
Cambridge University Press, pages 691-721.
- Knight, John & Yu, Jun, 1999. "Empirical Characteristic Function in Time Series Estimation," Working Papers 220, Department of Economics, The University of Auckland.
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- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013.
"Aggregational Gaussianity and barely infinite variance in financial returns,"
Journal of Empirical Finance,
Elsevier, pages 102-108.
- Fang, Yiwei & Francis, Bill & Hasan, Iftekhar & Wang, Haizhi, 2011. "Product market relationships and cost of bank loans : evidence from strategic alliances," Research Discussion Papers 4/2011, Bank of Finland.
- Lee, Sanghoon & Li, Qiang, 2013. "Uneven landscapes and city size distributions," Journal of Urban Economics, Elsevier, vol. 78(C), pages 19-29.
More about this item
KeywordsCentral limit theorem; Invariance Principle; Mixing; Trending variances; Variance break;
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