Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes

Journal of Econometrics

Volumn 106, Issue 2, 2002, Pages 243-269

  Davidson, James ^a  

^a CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Bilinear; FCLT; GARCH; Near epoch dependence; Nonlinear; TAR

Indexed keywords

COMPUTER SIMULATION; ECONOMICS; PROBABILITY; THEOREM PROVING;

NEAR-EPOCH DEPENDENCE; THRESHOLD AUTOREGRESSIVE MODELS;

TIME SERIES ANALYSIS;

EID: 0012891641     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00100-2     Document Type: Article

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