CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L P -APPROXIMABILITY VERSUS BROWNIAN MOTION
线性过程加权和的中心极限定理:Lp 可逼近性与布朗运动方法
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.