Operator self-similar processes and functional central limit theorems
Year of publication: |
2014
|
---|---|
Authors: | Characiejus, Vaidotas ; Račkauskas, Alfredas |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 8, p. 2605-2627
|
Publisher: |
Elsevier |
Subject: | Linear process | Long memory | Self-similar process | Functional central limit theorem |
-
Weak Convergence to Stochastic Integrals for Econometric Applications
Liang, Hanying, (2014)
-
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
Zhang, Rong-Mao, (2015)
-
Change-of-variance problem for linear processes with long memory
Wang, Lihong, (2006)
- More ...
-
A Simple Test for White Noise in Functional Time Series
Bagchi, Pramita, (2017)
-
Račkauskas, Alfredas, (2020)
-
Testing and estimating changed segment in autoregressive model
Rastenė, Irma, (2011)
- More ...