{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,28]],"date-time":"2026-07-28T05:03:03Z","timestamp":1785214983519,"version":"3.55.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2000,10,5]],"date-time":"2000-10-05T00:00:00Z","timestamp":970704000000},"content-version":"unspecified","delay-in-days":4,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,10]]},"abstract":"<jats:p>This paper gives new conditions for the functional \ncentral limit theorem, and weak convergence of stochastic \nintegrals, for near-epoch-dependent functions of mixing \nprocesses. These results have fundamental applications \nin the theory of unit root testing and cointegrating regressions. \nThe conditions given improve on existing results in the \nliterature in terms of the amount of dependence and heterogeneity \npermitted, and in particular, these appear to be the first \nsuch theorems in which virtually the same assumptions are \nsufficient for both modes of convergence.<\/jats:p>","DOI":"10.1017\/s0266466600165016","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"621-642","source":"Crossref","is-referenced-by-count":62,"title":["THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE \nTO STOCHASTIC INTEGRALS I"],"prefix":"10.1017","volume":"16","author":[{"given":"Robert M.","family":"de Jong","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"James","family":"Davidson","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,10,5]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600165016","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T16:13:33Z","timestamp":1557332013000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600165016\/type\/journal_article"}},"subtitle":["Weakly Dependent Processes"],"short-title":[],"issued":{"date-parts":[[2000,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2000,10]]}},"alternative-id":["S0266466600165016"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600165016","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,10]]}}}