ABSTRACT
THEOREM 2.1 (Fixed change). Let random variables Y1, ••• , Y11 follow the model in Eq. (2.1) with 011 = fj =I= 0 fixed and with £1> ... , E11 being iid random variables with zero mean, nonzero variance CJ2 and £1£,1 2+.:\ < oo with some ,6. > 0, and assume
m = [wy], 1 E (0, 1), (2.18) where [a] denotes the integer part of a.
