We present limit theorems for locally stationary processes that have a one sided time-varying moving average representation. In particular, we prove a central limit theorem (CLT), a weak and a strong law of large numbers (WLLN, SLLN) and a law of the iterated logarithm (LIL) under mild assumptions that are closely related to those originally imposed by Dahlhaus and Polonik (2006)
Let {Xt,t≥1} be a moving average process defined byXt = ∞∑j=0bjξt-j , where {bj,j≥0} is a sequence o...
Let Xt be a moving average process defined by Xt=[summation operator]k=0[infinity][psi]k[var epsilon...
The article contains an overview over locally stationary processes. At the beginning time varying au...
AbstractMany of the proofs of various central limit theorems and laws of the iterated logarithm for ...
In this paper, we establish a functional central limit theorem, a law of the iterated logarithm and ...
Many of the proofs of various central limit theorems and laws of the iterated logarithm for strictly...
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of p...
Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for d...
AbstractThe Chung–Smirnov law of the iterated logarithm and the Finkelstein functional law of the it...
A number of strong limit theorems for renewal counting processes, e.g. the strong law of large numbe...
We discuss the functional central limit theorem (FCLT) for the empirical process of a moving-average...
We prove local limit theorems for Gibbs-Markov processes in the domain of attraction of normal distr...
The study of locally stationary processes contains theory and methods about a class of processes tha...
In this paper, we study a general central limit theorem and a general law of the iterated logarithm ...
Abstract In this paper we study limit theorems for a class of correlated Bernoulli processes. We obt...
Let {Xt,t≥1} be a moving average process defined byXt = ∞∑j=0bjξt-j , where {bj,j≥0} is a sequence o...
Let Xt be a moving average process defined by Xt=[summation operator]k=0[infinity][psi]k[var epsilon...
The article contains an overview over locally stationary processes. At the beginning time varying au...
AbstractMany of the proofs of various central limit theorems and laws of the iterated logarithm for ...
In this paper, we establish a functional central limit theorem, a law of the iterated logarithm and ...
Many of the proofs of various central limit theorems and laws of the iterated logarithm for strictly...
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of p...
Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for d...
AbstractThe Chung–Smirnov law of the iterated logarithm and the Finkelstein functional law of the it...
A number of strong limit theorems for renewal counting processes, e.g. the strong law of large numbe...
We discuss the functional central limit theorem (FCLT) for the empirical process of a moving-average...
We prove local limit theorems for Gibbs-Markov processes in the domain of attraction of normal distr...
The study of locally stationary processes contains theory and methods about a class of processes tha...
In this paper, we study a general central limit theorem and a general law of the iterated logarithm ...
Abstract In this paper we study limit theorems for a class of correlated Bernoulli processes. We obt...
Let {Xt,t≥1} be a moving average process defined byXt = ∞∑j=0bjξt-j , where {bj,j≥0} is a sequence o...
Let Xt be a moving average process defined by Xt=[summation operator]k=0[infinity][psi]k[var epsilon...
The article contains an overview over locally stationary processes. At the beginning time varying au...
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