Uniform convergence of sample second moments of families of time series arrays.
type: Item
instance of: scholarly article
title: Uniform convergence of sample second moments of families of time series arrays.
zbMATH Open document ID: 1041.62073
author: David F. Findley
author: Benedikt M. Pötscher
author: Ching-Zong Wei
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1829036
zbMATH Keywords: regression residuals
zbMATH Keywords: lacunary systems
zbMATH Keywords: infinite variance processes
zbMATH Keywords: long memory processes
zbMATH Keywords: seasonally adjusted series
zbMATH Keywords: locally stationary series
zbMATH Keywords: uniform laws of large numbers
zbMATH Keywords: consistency
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1009210691
OpenAlex ID: W1527375737
cites work: An exponential model for the spectrum of a scalar time series
cites work: Seasonal Adjustment by Signal Extraction
cites work: Subset regression time series and its modeling procedures
cites work: Fitting time series models to nonstationary processes
cites work: Limit theory for moving averages of random variables with regularly varying tail probabilities
cites work: Q4039882
cites work: Q5512461
cites work: Q4289971
cites work: Q4840383
cites work: On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
cites work: Q5612941
cites work: Rates of convergence for time series regression
cites work: Lacunary systems and generalized linear processes
cites work: Q5734829
cites work: Asymptotics for linear processes
cites work: Convergence results for maximum likelihood type estimators in multivariable ARMA models
cites work: Q4255425
cites work: Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models
cites work: Q4084474
cites work: Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
cites work: On multipliers preserving convergence of trigonometric series almost everywhere
DOI: 10.1214/AOS/1009210691
description: scientific article; zbMATH DE number 1829036