The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case
将Davidson的中心极限定理扩展到序列坐标方差趋于零的情形，证明了依赖程度与退化速率之间的权衡，对研究非平稳时间序列的学者有参考价值。
The central limit theorem in Davidson [2] is extended to allow cases where the variances of sequence coordinates can be tending to zero. A trade-off is demonstrated between the degree of dependence and the rate of degeneration. For the martingale difference case, it is sufficient for the sum of the variances to diverge at the rate of log n .