Asymptotic normality for weighted sums of linear processes

Econometric Theory

Volumn 30, Issue 1, 2014, Pages 252-284

  Abadir, Karim M ^a   Distaso, Walter ^a   Giraitis, Liudas ^b   Koul, Hira L ^c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^c MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84896453752     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466613000182     Document Type: Article

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