مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymptotics for moving average processes with dependent innovations

Title of article :

Asymptotics for moving average processes with dependent innovations

Author/Authors :

Qiying Wang، نويسنده , , Yan-Xia Lin، نويسنده , , Chandra M. Gulati، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2001

Pages :

From page :

347

To page :

356

Keywords :

Functional limit theorem , Linear process , Long memory process , Fractionally integrated process , Moving averageprocess

Journal title :

Statistics and Probability Letters

Serial Year :

2001

Journal title :

Statistics and Probability Letters

Record number :

139698

Link To Document :