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Volumn 119, Issue 9, 2009, Pages 3006-3041

Central limit theorems for arrays of decimated linear processes

Author keywords

Long range dependence; Semiparametric estimation; Spectral analysis; Wavelet analysis

Indexed keywords

ASYMPTOTIC BEHAVIORS; CENTRAL LIMIT THEOREM; DISCRETE-TIME; LINEAR PROCESS; LONG RANGE DEPENDENCE; LONG-MEMORY; SEMIPARAMETRIC ESTIMATION; SPECIFIC FREQUENCIES; SPECTRAL ANALYSIS;

EID: 68349152830     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2009.03.009     Document Type: Article
Times cited : (9)

References (8)
  • 1
    • 33751405083 scopus 로고    scopus 로고
    • Approximations and limit theory for quadratic forms of linear processes
    • Bhansali R.J., Giraitis L., and Kokoszka P.S. Approximations and limit theory for quadratic forms of linear processes. Stochastic Process. Appl. 117 1 (2007) 71-95
    • (2007) Stochastic Process. Appl. , vol.117 , Issue.1 , pp. 71-95
    • Bhansali, R.J.1    Giraitis, L.2    Kokoszka, P.S.3
  • 2
    • 68349154671 scopus 로고    scopus 로고
    • Asymptotic normality of wavelet estimators of the memory parameter for linear processes
    • Technical report, HAL/arXiv, 2008
    • F. Roueff, M.S. Taqqu, Asymptotic normality of wavelet estimators of the memory parameter for linear processes, Technical report, HAL/arXiv, 2008
    • Roueff, F.1    Taqqu, M.S.2
  • 3
    • 67650745188 scopus 로고    scopus 로고
    • Estimators of long-memory: Fourier versus wavelets
    • in press doi:10.1016/j.jeconom.2009.03.005
    • G. Faÿ, E. Moulines, F. Roueff, M.S. Taqqu, Estimators of long-memory: Fourier versus wavelets, J. Econometrics (2009), in press (doi:10.1016/j.jeconom.2009.03.005)
    • (2009) J. Econometrics
    • Faÿ, G.1    Moulines, E.2    Roueff, F.3    Taqqu, M.S.4
  • 6
    • 34547334274 scopus 로고    scopus 로고
    • Convergence de mesures spectrales aléatoires et applications à des principes d'invariance
    • 19th Rencontres Franco-Belges de Statisticiens (Marseille, 1998)
    • Lang G., and Soulier P. Convergence de mesures spectrales aléatoires et applications à des principes d'invariance. 19th Rencontres Franco-Belges de Statisticiens (Marseille, 1998). Stat. Inference Stoch. Process. 3 1-2 (2000) 41-51
    • (2000) Stat. Inference Stoch. Process. , vol.3 , Issue.1-2 , pp. 41-51
    • Lang, G.1    Soulier, P.2
  • 8
    • 33847183924 scopus 로고    scopus 로고
    • On the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter
    • Moulines E., Roueff F., and Taqqu M. On the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter. J. Time Ser. Anal. 28 2 (2007) 155-187
    • (2007) J. Time Ser. Anal. , vol.28 , Issue.2 , pp. 155-187
    • Moulines, E.1    Roueff, F.2    Taqqu, M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.