Using central limit theorems for dependent data

Working paper

Timothy Crack and Olivier Ledoit

03/09/2004

Handle:

https://hdl.handle.net/10523/1594

Abstract

central limit theorem

dependent data

Gaussian AR(1)

Monte-Carlo

asymptotic distributions

HG Finance

url

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Record Identifier: 9926478258801891
Title: Using central limit theorems for dependent data
Creators: Timothy Crack
Olivier Ledoit
Academic Unit: Accountancy and Finance
Publisher: University of Otago
Date published ; e-published: 03/09/2004
Comment: This item is not available in full-text via OUR Archive. Where available, a link to the published version is provided (check the DOI and/or the Files and links section). The full-text item may be open access on the publisher's website. Alternatively, readers may have subscription access to the full-text from the publisher. A link to a legal, open access version may be available - check the Abstract for this information.
Resource Type: Working paper