Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence

DOI10.1155/S1173912602000184zbMath1038.60022OpenAlexW2019694301MaRDI QIDQ1428297

Yan-Xia Lin, Qiying Wang, Chandra M. Gulati

Publication date: 25 March 2004

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/123595

zbMATH Keywords

functional limit theoremfractional processessample autocovariancessample autocorrelations

Mathematics Subject Classification ID

Special processes (60K99) Functional limit theorems; invariance principles (60F17)

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