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  • Search: subject:"Multilinear polynomial-form process"
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Asymptotic independence 1 Long memory 1 Multilinear polynomial-form process 1 Multivariate limit theorems 1
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Bai, Shuyang 1 Taqqu, Murad S. 1
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Statistics & Probability Letters 1
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Multivariate limits of multilinear polynomial-form processes with long memory
Bai, Shuyang; Taqqu, Murad S. - In: Statistics & Probability Letters 83 (2013) 11, pp. 2473-2485
Consider a vector of multilinear polynomial-form processes with either short or long memory components. The components have possibly different coefficients but same noise elements. We study the limit of the normalized partial sums of the vector and identify the independent components.
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