Lacunary systems and generalized linear processes

DOI10.1016/0304-4149(83)90071-6zbMATH Open0495.60041OpenAlexW2073102014MaRDI QIDQ1169749FDOQ1169749

Authors: Tze Leung Lai, Ching-Zong Wei 

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90071-6

zbMATH Keywords

linear processlacunary systemsHausdorff-Young theorem

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Cites Work

• Title not available (Why is that?)
• Moment inequalities for S n under general dependence restrictions, with applications
• Title not available (Why is that?)
• Distribution function inequalities for martingales
• Analysis of recursive stochastic algorithms
• Strong consistency of least squares estimates in dynamic models
• LACUNARY SERIES AND INDEPENDENT FUNCTIONS
• Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields
• Strong consistency of least squares estimates in multiple regression II
• Approximation Methods which Converge with Probability one
• Convergence systems and strong consistency of least squares estimates in regression models
• General moment and probability inequalities for the maximum partial sum
• A view of three decades of linear filtering theory
• The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences
• Limit theorems for sums of dependent random variables

Cited In (7)

• Orthonormal Banach systems with applications to linear processes
• Empirical likelihood for linear models under linear process errors
• A conversation with Tze Leung Lai
• Empirical likelihood for nonparametric models under linear process errors
• Uniform convergence of sample second moments of families of time series arrays.
• On uniform integrability and asymptotically risk-efficient sequential estimation
• A modified bootstrap for branching processes with immigration

This page was built for publication: Lacunary systems and generalized linear processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1169749)