Asymptotic theory for curve-crossing analysis

DOI10.1016/j.spa.2006.10.010zbMath1131.60017OpenAlexW2076540752MaRDI QIDQ886113

Zhibiao Zhao, Wei-Biao Wu

Publication date: 26 June 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.10.010

zbMATH Keywords

central limit theoremlinear processesnonlinear time seriesnon-central limit theoremmultiple Wiener-Itô integralcurve-crossing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

Related Items

Localized level crossing random walk test robust to the presence of structural breaks

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