Asymptotics for weighted periodic transformations of integrated time series

zbMATH Open1314.62212MaRDI QIDQ5256014FDOQ5256014

Authors: Chien-Ho Wang, Robert de Jong 

Publication date: 22 June 2015

Full work available at URL: http://www.ceser.in/ceserp/index.php/bse/article/view/2143

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zbMATH Keywords

nonlinear time seriesasymptotic theorycointegrationintegrated processperiodic transformation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Cited In (3)

• Asymptotic results for Fourier-PARMA time series
• ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

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