Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

Author: Kourogenis Nikolaos   Pittis Nikitas  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4938

Source: Econometric Reviews, Vol.30, Iss.1, 2011-01, pp. : 88-108

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Abstract