On Joint Fourier–Laplace Transforms

DOI10.1080/03610920902923502zbMath1318.62046OpenAlexW2172191761MaRDI QIDQ3585287

Tucker S. McElroy, Patrick J. Fitzsimmons

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902923502

zbMATH Keywords

weak convergencecharacteristic functionsjoint asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (5)

Subsampling inference for the mean of heavy-tailed long-memory time series ⋮ FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY ⋮ Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series ⋮ Stable marked point processes ⋮ Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis

Cites Work

• Stable marked point processes
• A note on moment generating functions

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