A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes

B-Tier
Journal: Econometric Theory
Year: 1992
Volume: 8
Issue: 3
Pages: 313-329

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A central limit theorem is proved for dependent stochastic processes. Global heterogeneity of the distribution of the terms is permitted, including asymptotically unbounded moments. The approach is to adapt a CLT for martingale differences due to McLeish and show that suitably defined Bernstein blocks satisfy the required conditions.

Technical Details

RePEc Handle
repec:cup:etheor:v:8:y:1992:i:03:p:313-329_01
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25