On the asymptotic expansion of the empirical process of long-memory moving averages (Q1816969)
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scientific article; zbMATH DE number 951857
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| English | On the asymptotic expansion of the empirical process of long-memory moving averages |
scientific article; zbMATH DE number 951857 |
Statements
On the asymptotic expansion of the empirical process of long-memory moving averages (English)
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29 May 1997
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asymptotic expansion
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empirical process
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fractional ARIMA process
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long-range dependence
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noncentral limit theorem
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0.8671238422393799
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0.865670919418335
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0.8642978668212891
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