Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory

DOI10.1007/s10959-004-2593-3zbMath1073.60036OpenAlexW1979657580MaRDI QIDQ1776120

Gabriel Lang, Donatas Surgailis, Marie-Claude Viano, Paul Doukhan

Publication date: 20 May 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-004-2593-3

zbMATH Keywords

time seriesself-similar processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Randomly fractionally integrated processes ⋮ Asymptotics for statistical functionals of long-memory sequences ⋮ Empirical process of long memory Gaussian subordinated random fields.

Cites Work

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• Non-central limit theorems for non-linear functional of Gaussian fields
• Iterated Random Functions
• STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM

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