Self-normalized limit theorems for linear processes generated by $\rho$-mixing innovation.
- Resource Type
- Journal
- Source
Lithuanian Mathematical Journal (Lith. Math. J.) (20170101), 57, no.~1, 13-29. ISSN: 0363-1672 (print).eISSN: 1573-8825.- Subject
- 60
Probability theory and stochastic processes -- 60FLimit theorems
60F17Functional limit theorems; invariance principles
60Probability theory and stochastic processes -- 60GStochastic processes
60G50Sums of independent random variables; random walks
62Statistics -- 62MInference from stochastic processes
62M10Time series, auto-correlation, regression, etc. - Language
- English