Asymptotic results for spatial causal ARMA models

DOI10.1214/09-EJS533zbMath1298.62075MaRDI QIDQ1952040

Neville C. Weber, B. Gail Ivanoff

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1263305629

zbMATH Keywords

central limit theorem; martingale; empirical distribution function; quantile process; causal stationary processes; spatial ARMA processes

Mathematics Subject Classification ID

60G60: Random fields

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G30: Order statistics; empirical distribution functions

60F17: Functional limit theorems; invariance principles

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Corrigendum to ``Asymptotic results for spatial causal ARMA models, Bootstrapping the empirical distribution of a stationary process with change-point, Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

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