Uniform convergence of sample second moments of families of time series arrays.

DOI10.1214/aos/1009210691zbMath1041.62073OpenAlexW1527375737MaRDI QIDQ1848885

Benedikt M. Pötscher, Ching-Zong Wei, David F. Findley

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1009210691

zbMATH Keywords

consistencylong memory processesregression residualslacunary systemsuniform laws of large numbersinfinite variance processeslocally stationary seriesseasonally adjusted series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

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