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 (1)

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

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