Limit theorems for locally stationary processes

Rafael Kawka, Technische Universität Dortmund, Technische Universität Dortmund
2019
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 that are closely related to those originally imposed by Dahlhaus and Polonik (2006).
doi:10.17877/de290r-20029 fatcat:avdhcukdu5gg5atvjyajne64ku