ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES

DOI10.1111/J.1467-9892.1985.TB00401.XzbMATH Open0578.60024OpenAlexW2027026480MaRDI QIDQ3700515FDOQ3700515

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The central limit theorem for time series regression
• Central limit theorems for time series regression
• Convergence Properties of $S_n$ Under Moment Restrictions
• Rates of convergence for time series regression
• Limit Theorems for Randomly Selected Partial Sums
• An invariance principle for strongly multiplicative sequences

Cited In (3)

• Title not available (Why is that?)
• Asymptotics for moving average processes with dependent innovations
• Asymptotics for linear processes

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