Limit theorems for self-normalized linear processes

DOI10.1016/j.spl.2006.04.043zbMath1112.60013OpenAlexW2162072508MaRDI QIDQ866593

Rafał Kulik

Publication date: 14 February 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.043

zbMATH Keywords

weak invariance principlelinear processesself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (10)

ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY ⋮ Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ A Self-Normalized Central Limit Theorem for Markov Random Walks ⋮ A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations ⋮ Functional central limit theorems for self-normalized partial sums of linear processes ⋮ Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ Central limit theorem for linear processes with infinite variance ⋮ Asymptotic Properties of theR/SStatistics for Linear Processes ⋮ The Self-normalized Asymptotic Results for Linear Processes

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