Precise asymptotics for complete moment convergence of long memory processes

zbMATH Open1289.60043MaRDI QIDQ2860191FDOQ2860191

Yunxia Li

Publication date: 19 November 2013

Published in: Applied Mathematics. Series A (Chinese Edition) (Search for Journal in Brave)

Recommendations

• A general law of precise asymptotics for long memory processes
• Precise asymptotics in complete moment convergence of moving-average processes
• An improvement of the precise asymptotics in the complete convergence of moving-average process
• Complete moment convergence and its precise asymptotics for moving average processes under PA random variables
• Precise asymptotics of complete moment convergence on moving average

zbMATH Keywords

complete moment convergencelong memory processprecise asymptoticsfractionally integrated process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cited In (2)

• Title not available (Why is that?)
• Precise asymptotics on second-order complete moment convergence of uniform empirical process

This page was built for publication: Precise asymptotics for complete moment convergence of long memory processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2860191)