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  • The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation 

    Perron, Pierre; MALLET, Sylvie (Université de Montréal. Département de sciences économiques., 1998)
    This note investigates the adequacy of the finite-sample approximation provided by the Functional Central Limit Theorem (FCLT) when the errors are allowed to be dependent. We compare the distribution of the scaled partial sums of some data with the ...