頁籤選單縮合
| 題 名 | Central Limit Theorems for Functionals of Linear Processes and Their Applications |
|---|---|
| 作 者 | Wu,Wei Biao; | 書刊名 | Statistica Sinica |
| 卷 期 | 12:2 2002.04[民91.04] |
| 頁 次 | 頁635-649 |
| 分類號 | 314.7 |
| 關鍵詞 | Central limit theorem; Invariance principle; Long and short-range dependence; Linear process; O-crossings; Empirical process; Martingale; |
| 語 文 | 英文(English) |
| 英文摘要 | This paper establishes central limit theorems and invariance principles for functional of one-sided linear processes. These results are applied to long-range dependent sequences whose covariances are summable but not absolutely summable. We also consider empirical processes and 0-crossings for linear processes whose innovations may have infinite variance. Comparisons with earlier results are indicated. |
本系統中英文摘要資訊取自各篇刊載內容。