Limit theorem for polynomials of a linear process with long-range dependence
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3814689 (Why is no real title available?)
- scientific article; zbMATH DE number 3806632 (Why is no real title available?)
- Convergence of integrated processes of arbitrary Hermite rank
- Limit theorems for Fourier transforms of functionals of Gaussian sequences
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Non-central limit theorems for non-linear functional of Gaussian fields
- Noncentral limit theorems and Appell polynomials
- Semi-Stable Stochastic Processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(13)- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
- Asymptotic normality of regression estimators with long memory errors
- Marginal density estimation for linear processes with cyclical long memory
- Second-order behavior of M-estimators in linear regression with long-memory errors
- Long-range dependence and Appell rank
- Convergence of normalized quadratic forms
- A model for long memory conditional heteroscedasticity.
- The impact of the diagonals of polynomial forms on limit theorems with long memory
- On the weak invariance principle for non-adapted sequences under projective criteria
- Asymptotic results for long memory LARCH sequences
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Asymptotic independence of distant partial sums of linear processes
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
This page was built for publication: Limit theorem for polynomials of a linear process with long-range dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q751016)
