A functional limit theorem for -weakly dependent processes and its applications
DOI10.1007/S11203-007-9015-YzbMATH Open1204.60026OpenAlexW2163219313MaRDI QIDQ623491FDOQ623491
Authors: Jean-Marc Bardet, Paul Doukhan, José R. León 
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9015-y
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Cites Work
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Cited In (7)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence
- Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations
- A look at the quality of the approximation of the functional central limit theorem
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application
- Title not available (Why is that?)
- Weakly dependent chains with infinite memory
- Misparametrization subsets for penalized least squares model selection
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