Central limit theorems for nearly long range dependent subordinated linear processes

DOI10.1017/jpr.2020.10zbMath1446.60023OpenAlexW3043660101MaRDI QIDQ3299455

Wei-Biao Wu, Martin Wendler

Publication date: 22 July 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2020.10

zbMATH Keywords

central limit theoremlinear processeslong range dependencepower rank

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items

Modeling temporally uncorrelated components of complex-valued stationary processes

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