ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES

DOI10.1111/J.1467-9892.1985.TB00401.XMaRDI QIDQ3700515zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

law of large numbersweak invariance principlediscrete linear processesstochastic matrix transforms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stochastic processes (60G99)

Recommendations

• Asymptotic normality for random sums of linear processes
• Asymptotics for linear processes
• Central limit theorem for linear processes
• Laws of large numbers and central limit theorems for linear processes
• scientific article; zbMATH DE number 4129735

Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• An invariance principle for strongly multiplicative sequences
• Central limit theorems for time series regression
• Convergence Properties of $S_n$ Under Moment Restrictions
• Limit Theorems for Randomly Selected Partial Sums
• Rates of convergence for time series regression
• The central limit theorem for time series regression

Cited in

(3)

• Asymptotics for moving average processes with dependent innovations
• Asymptotics for linear processes
• scientific article; zbMATH DE number 4163969 (Why is no real title available?)

This page was built for publication: ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3700515)