ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES
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Publication:3700515
DOI10.1111/j.1467-9892.1985.tb00401.xzbMath0578.60024OpenAlexW2027026480MaRDI QIDQ3700515
Ulrich Stadtmüller, Rolf Trautner
Publication date: 1985
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1985.tb00401.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)
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Cites Work
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- The central limit theorem for time series regression
- Limit Theorems for Randomly Selected Partial Sums
- Convergence Properties of $S_n$ Under Moment Restrictions
- An invariance principle for strongly multiplicative sequences
- Rates of convergence for time series regression
- Central limit theorems for time series regression
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