The Reduction Principle for the Empirical Process of a Long Memory Linear Process
Author:
Publisher
Birkhäuser Boston
Link
http://link.springer.com/content/pdf/10.1007/978-1-4612-0099-4_8.pdf
Reference35 articles.
1. F. Avram and M.S. Taqqu: Noncentral limit theorems and Appell polynomials. Annals of Probability 15 (1987), 767–775.
2. J. Beran: Statistics for Long-Memory Processes. Chapman and Hall, New York, 1994.
3. I. Berkes and W. Philipp: An almost sure invariance principle for the empirical distribution function of mixing random variables. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 41 (1977), 115–137.
4. P. J. Bickel and M. J. Wichura: Convergence criteria for multiparameter stochastic processes and some applications. Annals of Mathematical Statistics 42 (1971), 1656–1670.
5. P. Breuer and P. Major: Central limit theorem for non-linear functionals of Gaussian fields. Journal of Multivariate Analysis 13 (1983), 425–441.
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations;Communications in Statistics - Simulation and Computation;2021-03-01
2. On nonparametric density estimation for multivariate linear long-memory processes;Communications in Statistics - Theory and Methods;2018-03-20
3. A note on the strong approximation for long memory processes and its application;Statistics;2013-06
4. Change-in-mean problem for long memory time series models with applications;Journal of Statistical Computation and Simulation;2008-07
5. Reduction principles for quantile and Bahadur–Kiefer processes of long-range dependent linear sequences;Probability Theory and Related Fields;2007-10-30
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3