A LARCH(∞) Vector Valued Process

DOI10.1007/0-387-36062-X_11zbMath1113.60038MaRDI QIDQ3416893

Pablo E. Winant, Gilles Teyssière, Paul Doukhan

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

weak dependenceVolterra expansionsvector processes\(\text{ARCH}(\infty)\) processes\(\text{LARCH}(\infty)\) processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25)

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Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes ⋮ An empirical central limit theorem with applications to copulas under weak dependence ⋮ Spectral estimation in the presence of missing data ⋮ ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS ⋮ Weakly dependent chains with infinite memory ⋮ Subsampling weakly dependent time series and application to extremes ⋮ A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares ⋮ Weak dependence, models and some applications ⋮ Adaptive density estimation under weak dependence

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