Limit theorems under seasonal long-memory.

MaRDI QIDQ4407599zbMATH OpenFDO

Authors M. Ould Haye, Marie-Claude Viano

Publication date 20 January 2004

zbMATH Keywords

asymptotic resultseasonal long-memory

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Asymptotic behavior of functionals of cyclic long-range dependent random fields
• Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
• A unified approach to self-normalized block sampling
• The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend

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