scientific article; zbMATH DE number 6193525

zbMath1268.60045arXivmath/0608223MaRDI QIDQ5326870

Wei-Biao Wu, Xiao-Feng Shao

Publication date: 31 July 2013

Full work available at URL: https://arxiv.org/abs/math/0608223

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergencefractional integrationlong memorynonlinear time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)

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Local asymptotic powers of nonparametric and semiparametric tests for fractional integration ⋮ Spurious regression between long memory series due to mis-specified structural breaks ⋮ Projective Stochastic Equations and Nonlinear Long Memory ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ An invariance principle for fractional Brownian sheets

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