Invariance principle for a class of non stationary processes with long memory
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Publication:817903
DOI10.1016/j.crma.2005.12.001zbMath1086.60506OpenAlexW2051607647MaRDI QIDQ817903
Marie-Claude Viano, Anne Philippe, Donatas Surgailis
Publication date: 20 March 2006
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.12.001
Related Items (7)
Asymptotics of partial sums of linear processes with changing memory parameter ⋮ Projective Stochastic Equations and Nonlinear Long Memory ⋮ Measuring the roughness of random paths by increment ratios ⋮ Nonhomogeneous fractional integration and multifractional processes ⋮ Randomly fractionally integrated processes ⋮ The increment ratio statistic ⋮ Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory
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