On the asymptotic expansion of the emphirical process of long-memory moving averages

Annals of Statistics

Volumn 24, Issue 3, 1996, Pages 992-1024

  Ho, Hwai Chung ^a   Hsing, Tailen ^b  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Asymptotic expansion; Empirical process; Fractional ARIMA process; Long range dependence; Noncentral limit theorem

Indexed keywords

EID: 0030500327     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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