Gaussian approximations for non-stationary multiple time series

Statistica Sinica

Volumn 21, Issue 3, 2011, Pages 1397-1413

  Wu, Wei Biao ^a   Zhou, Zhou ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Central limit theorem; Functional linear models; Gaussian approximation; Local stationarity; Non stationary nonlinear multiple time series

Indexed keywords

EID: 79958280852     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2008.223     Document Type: Article

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