Central limit theorems for time series regression

Springer Science and Business Media LLC - Tập 26 - Trang 157-170 - 1973
E. J. Hannan1
1The Australian National University Research School of Social Sciences, Canberra, Australia

Tài liệu tham khảo

Brown, B.M.: Martingale central limit theorems. Ann. Math. Statist. 42, 59–66 (1971). Eicker, F.: Limit theorems for regressions with unequal and dependent errors. Proc. 5th Berkeley Sympos. Math. Statist. Probab., Univ. Calif. 1965/1966. Vol. 1, pp. 59–82. Gordin, M.I.: The central limit theorem for stationary processes. Soviet Math. Dokl. 10, 1174–1176 (1969). Hannan, E.J.: Multiple Time Series. New York: Wiley 1970. Hannan, E.J.: Non-linear time series regression. J. App. Probability 8, 767–780 (1971). Hannan, E.J., Terrell, R.D.: Multiple equation systems with stationary errors. Econometrica (1973). (To appear.) Ibragimov, I.A., Linnik, Yu.V.: Independent and stationary sequences of random variables. Groningen: Wolters-Noordhoff 1971. Riesz, F., Nagy, B.: Functional Analysis. London: Blackie 1956. Rozanov, Yu.A.: Stationary Random Processes. San Francisco: Holden-Day 1967. Scott, D.J.: Central limit theorems for martingales, and for processes with stationary increments, using a Skorohod representation approach. J. App. Probability. (To appear.)