Linear processes, long-range dependence and asymptotic expansions

DOI10.1023/A:1009912917545zbMath0966.62055OpenAlexW1480613673MaRDI QIDQ5933665

Tailen Hsing

Publication date: 17 August 2001

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009912917545

zbMATH Keywords

time seriesmoving average processpartial sum

Mathematics Subject Classification ID

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

Related Items

Localized level crossing random walk test robust to the presence of structural breaks ⋮ Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics ⋮ Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences ⋮ Memory properties of transformations of linear processes ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ Comparing the marginal densities of two strictly stationary linear processes