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A Functional Central Limit Theorem for an ARMA(p, q) Process with Markov Switching
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 Title & Authors
A Functional Central Limit Theorem for an ARMA(p, q) Process with Markov Switching
Lee, Oesook;
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 Abstract
In this paper, we give a tractable sufficient condition for functional central limit theorem to hold in Markov switching ARMA (p, q) model.
 Keywords
Functional central limit theorem;Markov switching ARMA (p, q) process;-mixing;
 Language
English
 Cited by
 References
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