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Zbl 1010.62085
Hu, Shuhe; Zhu, Chunhua; Chen, Yebin; Wang, Lichun
Fixed-design regression for linear time series. (English)
[J] Acta Math. Sci., Ser. B, Engl. Ed. 22, No.1, 9-18 (2002). ISSN 0252-9602

Summary: This paper obtains asymptotic normality for double array sums of linear time series $\xi_t$, and gives their applications in regression models. This generalizes the main results of {\it L. Tran} et al. in Ann. Stat. 24, No. 3, 975-991 (1996; Zbl 0862.62069).

MSC 2000:: *62M10 Time series, etc. (statistics)
62E20 Asymptotic distribution theory in statistics

Keywords: linear time series; asymptotic normality; fixed design; martingale differences

Citations: Zbl 0862.62069

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