CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION
证明了标准化慢变回归量具有Lp可逼近性，从而在更宽松的假设下为Phillips的渐近展开和中心极限定理提供了替代证明，无需使用布朗运动相关的随机微积分。
Standardized slowly varying regressors are shown to be L p -approximable. This fact allows us to provide alternative proofs of asymptotic expansions of nonstochastic quantities and central limit results due to P.C.B. Phillips, under a less stringent assumption on linear processes. The recourse to stochastic calculus related to Brownian motion can be completely dispensed with.