
























We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $θ$-weak dependence to establish laws of large numbers and central limit type results under different observation schemes. Hereditary properties for a large class of finite and infinite memory transformations show the flexibility of the developed theory. Sufficient conditions for the existence of stationary approximations for time-varying Lévy-driven state space models are derived and compared to existing results. We conclude with comprehensive results on the asymptotic behavior of the first and second order localized sample moments of time-varying Lévy-driven state space models.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。