A Functional Limit Theorem for weakly Dependent Processes and its Applications

Jean-Marc Bardet, Paul Doukhan and José Rafael Leon_
Additional contact information
Jean-Marc Bardet: Crest
Paul Doukhan: Crest
José Rafael Leon_: Crest

No 2005-45, Working Papers from Center for Research in Economics and Statistics

Abstract: We prove a general functional central limit theorem for weak dependent time series. Those probabilisticresults are for a large variety of models. For instance, ARCH(1) and bilinear processes, andtwo sided linear, bilinear and ARCH(1) processes.

Pages: 15
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2005-45.pdf Crest working paper version (application/pdf)

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:crs:wpaper:2005-45

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General () and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.