2013年7月1日 Report No：13-11
A Note on the Mixingale Limit Theorem by McLeish (1977)
| 著者 |
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|---|---|
| 分野 | 経済学 |
| 言語 | 英語 |
| 要旨 | The logical gap in the proof of non-stationary mixingale invariance principle by McLeish (1977) is identi ed and fi xed by a skipped sub-sampling of a partial sum process in the continuous time. The corrected proof also delivers some extensions of the previous invariance principle and several stronger versions of convergence in law. |
| キーワード | Mixingale, Heteroskedasticity, Mixing and Stable Convergence in Law |
| 添付ファイル | 13-11.pdf |