Asymptotics for moving average processes with dependent innovations
DOI10.1016/S0167-7152(00)00195-4zbMATH Open0996.60041OpenAlexW1967524437WikidataQ126632557 ScholiaQ126632557MaRDI QIDQ5953876FDOQ5953876
Authors: Qiying Wang, Yan-Xia Lin, 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
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Cited In (17)
- New robust confidence intervals for the mean under dependence
- Limit theorems for aggregated linear processes
- A general result on precise asymptotics for moving average processes of \(m\)-dependent \(B\)-valued elements
- Linear processes, long-range dependence and asymptotic expansions
- On the local limit theorems for linear sequences of lower psi-mixing Markov chains
- Invariance principles for linear processes with application to isotonic regression
- The functional CLT for linear processes generated by mixing random variables with infinite variance
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic properties for linear processes of functionals of reversible or normal Markov chains
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
- Functional limit theorem for moving average processes generated by dependent random vari\-ables
- Limit theorems for self-normalized linear processes
- A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
- A local limit theorem for linear random fields
- Asymptotic independence of distant partial sums of linear processes
- Asymptotics for linear processes
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