A functional limit theorem for -weakly dependent processes and its applications

DOI10.1007/S11203-007-9015-YMaRDI QIDQ623491zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

central limit theoremweakly dependent processessample moments and cumulants

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cites work

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• Generalized autoregressive conditional heteroscedasticity
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• On a Method of Calculation of Semi-Invariants
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Cited in

(7)

• Recursive kernel estimation of the density under -weak dependence
• A look at the quality of the approximation of the functional central limit theorem
• Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations
• Functional weak limit theorem for a local empirical process of non-stationary time series and its application
• scientific article; zbMATH DE number 1995546 (Why is no real title available?)
• Weakly dependent chains with infinite memory
• Misparametrization subsets for penalized least squares model selection

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