Asymptotic normality of autoregressive processes
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Publication:970502
DOI10.1007/s10440-009-9494-5zbMath1201.60022OpenAlexW2109421145MaRDI QIDQ970502
Publication date: 19 May 2010
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-009-9494-5
Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items (2)
The Discounted Berry-Esséen Analogue for Autoregressive Processes ⋮ Asymptotic distribution with random indices for linear processes
Cites Work
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- Some laws of the iterated logarithm in Hilbertian autoregressive models
- Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
- The Discounted Large Deviation Principle for Autoregressive Processes
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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