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Activity Number: 321
Type: Contributed
Date/Time: Tuesday, August 5, 2008 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #300681
Title: Central Limit Theorems for Weighted Linear Processes and Their Applications
Author(s): Kairat T. Mynbaev*+
Companies: Kazakh-British Technical University
Address: Room 409, Almaty, 050000, Kazakhstan
Keywords: central limit theorem ; linear process ; slowly varying regressor ; time-series analysis ; spatial model
Abstract:

We consider weighted linear processes with weights arising in linear regressions with deterministic regressors. Central limit theorems are stated and applications are given to: 1) static models with slowly varying regressors and 2) two types of dynamic models (times series and spatial models). The emphasis is on the techniques of modeling deterministic regressors using functions of a continuous argument. Only stable dynamic models are considered but the approach can be extended to nonstable ones.

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Revised September, 2008