Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
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Publication:1175664
DOI10.1007/BF01321134zbMath0736.60035MaRDI QIDQ1175664
Publication date: 25 June 1992
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Stationary stochastic processes (60G10) Stochastic integrals (60H05) Limit theorems in probability theory (60F99)
Related Items (7)
An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series ⋮ On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation ⋮ Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes ⋮ Asymptotic normality of regression estimators with long memory errors ⋮ Estimating fractional cointegration in the presence of polynomial trends ⋮ Convergence of normalized quadratic forms ⋮ Convergence to a Gaussian limit as the normalization exponent tends to 1/2
Cites Work
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- Time series: theory and methods
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Multiple Wiener-Ito integrals. With applications to limit theorems
- ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Weak convergence to fractional brownian motion and to the rosenblatt process
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- Fractional Brownian Motions, Fractional Noises and Applications
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