Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes

DOI10.1214/AOS/1176349167MaRDI QIDQ688410zbMATH OpenOpenAlexFDO

Authors Yuzo Hosoya, Masanobu Taniguchi

Publication date 21 December 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349167

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(5)

• A limit theory for long-range dependence and statistical inference on related models
• The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
• Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes
• Letter to the Editors
• Erratum to: ``A note on linear processes with tapered innovations

This page was built for publication: Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688410)