Orthonormal Banach systems with applications to linear processes

DOI10.1007/BF00534870MaRDI QIDQ3692557zbMATH OpenFDO

Authors Tze Leung Lai, Ching-Zong Wei

Publication date 1985

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00534870

zbMATH Keywords

Banach systemconvergence systemmartingale difference sequencesorthogonal Banach systemsspectral density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Martingales with discrete parameter (60G42)

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Cites work

• A view of three decades of linear filtering theory
• Approximation Methods which Converge with Probability one
• Convergence systems and strong consistency of least squares estimates in regression models
• Distribution function inequalities for martingales
• Ein Satz über Fouriersche Reihen mit Lücken
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Independent Sequences with the Stein Property
• LACUNARY SERIES AND INDEPENDENT FUNCTIONS
• Lacunary systems and generalized linear processes
• Martingale Extensions of a Theorem of Marcinkiewicz and Zygmund
• Moment inequalities for S n under general dependence restrictions, with applications

Cited in

(6)

• Convergence systems and strong consistency of least squares estimates in regression models
• A log log law for unstable ARMA models with applications to time series analysis
• Almost sure convergence of least squares estimates for regular multivariate ARX systems
• On limiting distributions in explosive autoregressive processes
• A conversation with Tze Leung Lai
• scientific article; zbMATH DE number 1009507 (Why is no real title available?)

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