Asymptotics for moving average processes with dependent innovations

DOI10.1016/S0167-7152(00)00195-4zbMath0996.60041OpenAlexW1967524437WikidataQ126632557 ScholiaQ126632557MaRDI QIDQ5953876

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

Publication date: 23 October 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00195-4

zbMATH Keywords

linear processfunctional limit theoremlong memory process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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