THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
From MaRDI portal
Publication:4807285
DOI10.1017/S0266466602181072zbMath1015.60030OpenAlexW2024267958MaRDI QIDQ4807285
Yan-Xia Lin, Qiying Wang, 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
Related Items (14)
Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance ⋮ Asymptotic normality of residual density estimator in stationary and explosive autoregressive models ⋮ The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations ⋮ The limit theorem for dependent random variables with applications to autoregression models ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Convergence of weighted linear process for \(\rho \)-mixing random variables ⋮ On linear processes with dependent innovations ⋮ Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES ⋮ On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation ⋮ ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS ⋮ Asymptotic Distribution for Products of Sums of Linear Processes Under Dependence
This page was built for publication: THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS