Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297)
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scientific article; zbMATH DE number 2062025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence |
scientific article; zbMATH DE number 2062025 |
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Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (English)
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25 March 2004
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The authors present a functional limit theorem for general nonstationary fractionally integrated processes having no influence from prehistory. Asymptotic distributions of sample autocovariances and sample autocorrelations based on these processes are also investigated.
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functional limit theorem
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fractional processes
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sample autocovariances
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sample autocorrelations
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