Asymptotic results for spatial causal ARMA models

DOI10.1214/09-EJS533zbMath1298.62075OpenAlexW2052562214MaRDI QIDQ1952040

Neville C. Weber, B. Gail Ivanoff

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1263305629

zbMATH Keywords

central limit theoremmartingaleempirical distribution functionquantile processcausal stationary processesspatial ARMA processes

Mathematics Subject Classification ID

Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Corrigendum to ``Asymptotic results for spatial causal ARMA models ⋮ Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models ⋮ Bootstrapping the empirical distribution of a stationary process with change-point

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