On the asymptotic expansion of the empirical process of long-memory moving averages

DOI10.1214/aos/1032526953zbMath0862.60026OpenAlexW2019433305MaRDI QIDQ1816969

Publication date: 29 May 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526953

zbMATH Keywords

asymptotic expansion long-range dependence empirical process noncentral limit theorem fractional ARIMA process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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