Limit theorems for functionals of moving averages

Annals of Probability

Volumn 25, Issue 4, 1997, Pages 1636-1669

  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; Central limit theorem; Fractional ARIMA process; Long memory; Long range dependence; Noncentral limit theorem; Nonlinear function

Indexed keywords

EID: 0031325298     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1023481106     Document Type: Article

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