On the asymptotic expansion of the empirical process of long-memory moving averages
type: Item
instance of: scholarly article
title: On the asymptotic expansion of the empirical process of long-memory moving averages
zbMATH Open document ID: 0862.60026
author: Hwai-Chung Ho
author: Tailen Hsing
published in: The Annals of Statistics
publication date: 1997-05-29T00:00:00Z
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 951857
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: empirical process
zbMATH Keywords: fractional ARIMA process
zbMATH Keywords: long-range dependence
zbMATH Keywords: noncentral limit theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1032526953
OpenAlex ID: W2019433305
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DOI: 10.1214/AOS/1032526953
description: scientific article; zbMATH DE number 951857