Asymptotics for moving average processes with dependent innovations

DOI10.1016/S0167-7152(00)00195-4zbMath0996.60041OpenAlexW1967524437WikidataQ126632557 ScholiaQ126632557MaRDI QIDQ5953876

Yan-Xia Lin, Qiying Wang, Chandra M. Gulati

Publication date: 23 October 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00195-4

zbMATH Keywords

linear processfunctional limit theoremlong memory process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (8)

New robust confidence intervals for the mean under dependence ⋮ Limit theorems for self-normalized linear processes ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ Asymptotic independence of distant partial sums of linear processes ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS ⋮ Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains ⋮ A local limit theorem for linear random fields

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