EconPapers    
Economics at your fingertips  
 

The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case

James Davidson ()

Econometric Theory, 1993, vol. 9, issue 3, 402-412

Abstract: The central limit theorem in Davidson [2] is extended to allow cases where the variances of sequence coordinates can be tending to zero. A trade-off is demonstrated between the degree of dependence and the rate of degeneration. For the martingale difference case, it is sufficient for the sum of the variances to diverge at the rate of log n.

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:9:y:1993:i:03:p:402-412_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

 
Page updated 2025-03-19
Handle: RePEc:cup:etheor:v:9:y:1993:i:03:p:402-412_00