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Volumn 18, Issue 1, 2002, Pages 119-139

The invariance principle for linear processes with applications

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EID: 0036003757     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602181072     Document Type: Article
Times cited : (20)

References (29)
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    • Dickey, D.A.1    Fuller, W.A.2
  • 10
    • 38249010384 scopus 로고
    • Convergence rates in the central limit theorem for means of autoregressive and moving average sequences
    • Hall, P. (1992) Convergence rates in the central limit theorem for means of autoregressive and moving average sequences. Stochastic Processes and Their Applications 43, 115-131.
    • (1992) Stochastic Processes and Their Applications , vol.43 , pp. 115-131
    • Hall, P.1
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    • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, & Y. Shin (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics 54, 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 14
    • 0032347705 scopus 로고    scopus 로고
    • Asymptotics of nonstationary fractional integrated series
    • Liu, M. (1998) Asymptotics of nonstationary fractional integrated series. Econometric Theory 14, 641-662.
    • (1998) Econometric Theory , vol.14 , pp. 641-662
    • Liu, M.1
  • 17
    • 0001915131 scopus 로고
    • On the invariance principle for nonstationary mixingale
    • Mcleish, D.L. (1977) On the invariance principle for nonstationary mixingale. Annals of Probability 5, 616-621.
    • (1977) Annals of Probability , vol.5 , pp. 616-621
    • McLeish, D.L.1
  • 18
    • 0002720637 scopus 로고
    • Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables
    • Peligrad, M. (1986) Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables. Progress in Probability and Statistics 11, 193-223.
    • (1986) Progress in Probability and Statistics , vol.11 , pp. 193-223
    • Peligrad, M.1
  • 19
    • 22044449218 scopus 로고    scopus 로고
    • Maximum of partial sums and an invariance principle for a class of weak dependent random variables
    • Peligrad, M. (1998) Maximum of partial sums and an invariance principle for a class of weak dependent random variables. Proceedings of the American Mathematical Society 126, 1181-1189.
    • (1998) Proceedings of the American Mathematical Society , vol.126 , pp. 1181-1189
    • Peligrad, M.1
  • 20
    • 0000308535 scopus 로고
    • Time series regression with a unit root
    • Phillips, P.C.B. (1987) Time series regression with a unit root. Econometrica 55, 277-302.
    • (1987) Econometrica , vol.55 , pp. 277-302
    • Phillips, P.C.B.1
  • 21
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • Phillips, P.C.B. & P. Perron (1988) Testing for a unit root in time series regression. Biometrika 75, 335-346.
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    • Phillips, P.C.B.1    Perron, P.2
  • 22
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    • Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
    • Truong-van, B. (1995) Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process. Stochastic Processes and Their Applications 58, 155-172.
    • (1995) Stochastic Processes and Their Applications , vol.58 , pp. 155-172
    • Truong-Van, B.1
  • 29
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    • On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
    • Yokoyama, R. (1995) On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes. Stochastic Processes and Their Applications 59, 343-351.
    • (1995) Stochastic Processes and Their Applications , vol.59 , pp. 343-351
    • Yokoyama, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.