Stability and asymptotics for autoregressive processes

DOI10.1214/16-EJS1213zbMath1353.62093MaRDI QIDQ502835

Likai Chen, Wei-Biao Wu

Publication date: 11 January 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1480993452

zbMATH Keywords

Markov processinvariance principlestationarityautoregressive modelsnonlinear time seriesfunctional dependence measure

Mathematics Subject Classification ID

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

Related Items (3)

Concentration inequalities for non-causal random fields ⋮ Stable limit theorems for empirical processes under conditional neighborhood dependence ⋮ Unnamed Item

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