STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES

DOI10.1111/jtsa.12056zbMath1301.62085OpenAlexW1542646203MaRDI QIDQ2933196

Liudas Giraitis, Hira L. Koul, Violetta Dalla

Publication date: 10 December 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12056

zbMATH Keywords

linear processlong memoryweighted sumshort memory

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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