Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance-Reference-Cited by-同舟云学术

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Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance

Published:2017-10-17 Issue:3 Volume:39 Page:273-298
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:Journal of Time Series Analysis

Author:

Koul Hira L.¹,Surgailis Donatas²

Affiliation:

1. Department of Statistics and Probability; Michigan State University; East Lansing MI USA

2. Department of Mathematics and Informatics; Vilnius University; Vilnius Lithuania

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12265/fullpdf

Reference21 articles.

1. Limit theorems for sums of linearly generated random variables;Astrauskas;Lithuanian Mathematical Journal,1983

2. Weak convergence of sums of moving averages in the α-stable domain of attraction;Avram;Annals of Probability,1992

3. Basse-O'Connor A Lachièze-Rey R Podolskij M 2016 Power variation for a class of stationary increments Lévy driven moving averages http://www.imstat.org/aop/future_papers.htm

Cited by 1 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. Long range dependence for stable random processes;Journal of Time Series Analysis;2020-10-11

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