A general law of precise asymptotics for long memory processes

MaRDI QIDQ3462972zbMATH OpenFDO

Authors Yunxia Li

Publication date 15 January 2016

zbMATH Keywords

long memory processprecise asymptoticsfractionally integrated processmoving-average process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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(3)

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• Lai law for linear processes with long memory

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