The variance of partial sums of strong near-epoch dependent variables

DOI10.1016/J.SPL.2006.04.031zbMATH Open1102.60018OpenAlexW2030480224MaRDI QIDQ850193FDOQ850193

Authors: Jin Qiu, Zhengyan Lin 

Publication date: 15 November 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.031

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zbMATH Keywords

near-epoch dependencestrong near-epoch dependencevariance of partial sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Some Limit Theorems for Stationary Processes
• A maximal inequality and dependent strong laws
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
• The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes
• The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes
• Title not available (Why is that?)
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• A central limit theorem for strong near-epoch dependent random variables
• The functional central limit theorem for strong near-epoch dependent random variables
• Strong near-epoch dependence

Cited In (2)

• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations

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