Asymptotic results for polygonal processes related to an autoregression

DOI10.1007/s10986-012-9166-4zbMath1281.62204OpenAlexW2052920740MaRDI QIDQ393009

Irma Rastenė, Alfredas Račkauskas

Publication date: 15 January 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-012-9166-4

zbMATH Keywords

functional limit theoremsresidualsAR(1) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Hölder norm test statistics for epidemic change
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• Martingale Central Limit Theorems
• On the Statistical Treatment of Linear Stochastic Difference Equations

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