Asymptotics for moving average processes with dependent innovations

Statistics and Probability Letters

Volumn 54, Issue 4, 2001, Pages 347-356

  Wang, Qiying ^a   Lin, Yan Xia ^a   Gulati, Chandra M ^a  

^a UNIVERSITY OF WOLLONGONG   (Australia)

Author keywords

Fractionally integrated process; Functional limit theorem; Linear process; Long memory process; Moving average process; Primary 60F15; Secondary 60G09

Indexed keywords

EID: 0038716969     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00195-4     Document Type: Article

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