Hölder convergence of autoregression residuals partial sum processes

DOI10.1007/s10986-008-9019-3zbMath1283.60064OpenAlexW2095168682MaRDI QIDQ736138

Alfredas Račkauskas, Irma Rastenė

Publication date: 27 October 2009

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

Full work available at URL: https://doi.org/10.1007/s10986-008-9019-3

zbMATH Keywords

residuals\(AR(1)\) modelnon-stationary processpolygonal line process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07)

Cites Work

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• ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
• High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications

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