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SSRNEconometrics & Forecasting

New Approximate Mixing Concept for Time Series

A new concept called approximate mixing for random variables on metric spaces provides a balance between traditional mixing assumptions and proves a central limit theorem for nonstationary time series on Hilbert spaces.

Featured in No. 55 on 3 Jul 2024 · 2 days after release

Released
1 Jul 2024
First featured
No. 55 · 3 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
9
Identifier
SSRN 4882128

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