| Title |
A Beveridge-Nelson filters for the self normalization |
| Translation of Title |
Beveridge–Nelson filtrų apibendrinimai autonormuotoms sumoms. |
| Authors |
Juodis, Mindaugas |
| DOI |
10.15388/LMR.2007.24255 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. 2007, t. 47, spec. Nr, p. 522-525.. ISSN 0132-2818 |
| Keywords [eng] |
process ; linear ; law ; normal |
| Abstract [eng] |
Let [...] be a linear process, where [...] are i.i.d. r.v.’s in the domain of attraction of a normal law with zero mean and possibly infinite variance. Generalizing the class of Beveridge– Nelson filters this article proves a central limit theorem for the self-normalized sums [...] , where [...] is a sum of squares of block-sums of size m, as m and the number of blocks N=n/m tend to infinity. |
| Type |
Journal article |
| Language |
English |
| Publication date |
2007 |
| CC license |
|
