Stability and asymptotics for autoregressive processes

DOI10.1214/16-EJS1213zbMATH Open1353.62093MaRDI QIDQ502835FDOQ502835

Authors: Likai Chen, Wei Biao Wu 

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1480993452

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zbMATH Keywords

stationaritynonlinear time seriesMarkov processinvariance principleautoregressive modelsfunctional dependence measure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (6)

• Concentration inequalities for empirical processes of linear time series
• Stable limit theorems for empirical processes under conditional neighborhood dependence
• Autostabilizing nonlinear reflected process
• Concentration inequalities for non-causal random fields
• Testing the stability of the functional autoregressive process
• ON THE STABILITY OF A HETEROSCEDASTIC PROCESS

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