Strong near-epoch dependence
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Publication:813799
zbMath1084.60011MaRDI QIDQ813799
Publication date: 13 February 2006
Published in: Science in China. Series A (Search for Journal in Brave)
Related Items (4)
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES ⋮ The variance of partial sums of strong near-epoch dependent variables ⋮ The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
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