Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/288397 
Authors: 
Year of Publication: 
2020
Citation: 
[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 62 [Issue:] 6 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2020 [Pages:] 2557-2571
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
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 using a time-varying Beveridge–Nelson decomposition.
Subjects: 
Locally stationary process
Central limit theorem
Law of large numbers
Law of the iterated logarithm
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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