Functional central limit theorem for the empirical process of short memory linear processes
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Publication:4229975
DOI10.1016/S0764-4442(97)82718-8zbMath0948.60012MaRDI QIDQ4229975
Donatas Surgailis, Paul Doukhan
Publication date: 26 April 1999
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Related Items (16)
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ An empirical central limit theorem for dependent sequences ⋮ Bootstrapping the empirical distribution of a linear process ⋮ Goodness-of-fit tests for long memory moving average marginal density ⋮ Asymptotic results for spatial causal ARMA models ⋮ On the empirical process of tempered moving averages ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences ⋮ Weak convergence of stationary empirical processes ⋮ Stable limits of empirical processes of moving averages with infinite variance. ⋮ Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights ⋮ An empirical central limit theorem for intermittent maps ⋮ New techniques for empirical processes of dependent data ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Bootstrapping the empirical distribution of a stationary process with change-point ⋮ Central limit theorem for the empirical process of a linear sequence with long memory ⋮ On the Bahadur representation of sample quantiles for dependent sequences
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