Author:
Miao Yu,Ge Li,Xu Shoufang
Publisher
Springer Science and Business Media LLC
Reference27 articles.
1. T.W. Anderson, The Statistical Analysis of Time Series, John Wiley & Sons, Inc., New York, London, Sydney, 1971.
2. M. Csorgő, B. Szyszkowicz, and Q.Y. Wang, Donsker’s theorem for self-normalized partial sums processes, Ann. Probab., 31(3):1228–1240, 2003.
3. R. Davis and S. Resnick, More limit theory for the sample correlation function of moving averages, Stoch. Process. Appl., 20(2):257–279, 1985.
4. H. Djellout and A. Guillin, Large and moderate deviations for moving average processes, Ann. Fac. Sci. Toulouse, Math. (6), 10(1):23–31, 2001.
5. H. Djellout, A. Guillin, and L. Wu, Moderate deviations of empirical periodogram and nonlinear functionals of moving average processes, Ann. Inst. Henri Poincaré, Probab. Stat., 42(4):393–416, 2006.
Cited by
2 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