Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
DOI10.1016/0304-4149(94)00082-5zbMATH Open0829.60019OpenAlexW2039450537MaRDI QIDQ1899262FDOQ1899262
Authors: Yanyan Li 
Publication date: 15 January 1996
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)00082-5
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Cites Work
- Title not available (Why is that?)
- Asymptotics for linear processes
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Limiting distributions of least squares estimates of unstable autoregressive processes
- Title not available (Why is that?)
- Invariance principles for dependent variables
- Title not available (Why is that?)
- On the invariance principle for nonstationary mixingales
- On Gordin's central limit theorem for stationary processes
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