THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS

DOI10.1017/S0266466602181072zbMATH Open1015.60030OpenAlexW2024267958MaRDI QIDQ4807285FDOQ4807285

Authors: Qiying Wang, Yan-Xia Lin, Chandra M. Gulati 

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602181072

Recommendations

• scientific article; zbMATH DE number 1779500
• scientific article; zbMATH DE number 3864335
• Central limit theorem for linear processes
• scientific article; zbMATH DE number 1850474
• Asymptotics for linear processes

zbMATH Keywords

weak convergencetest statisticpartial sum processmartingale difference

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cited In (25)

• On linear processes with dependent innovations
• Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
• Invariance principles for linear processes with application to isotonic regression
• Hölderian invariance principle for linear processes
• The functional CLT for linear processes generated by mixing random variables with infinite variance
• Convergence of weighted linear process for \(\rho \)-mixing random variables
• Title not available (Why is that?)
• On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations
• An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
• Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions
• On the weak invariance principle for non-adapted sequences under projective criteria
• Title not available (Why is that?)
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
• The limit theorem for dependent random variables with applications to autoregression models
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
• Convergence of averages of scaled functions of I(1) linear processes
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
• Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance
• Asymptotic distribution for products of sums of linear processes under dependence
• Title not available (Why is that?)
• Title not available (Why is that?)
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
• Invariance principles for fractionally integrated nonlinear processes

This page was built for publication: THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4807285)