NDLI: Central limit theorems for nearly long range dependent subordinated linear processes

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Central limit theorems for nearly long range dependent subordinated linear processes

Content Provider	Scilit
Author	Wendler, Martin Wu, Wei Biao
Copyright Year	2020
Description	The limit behavior of partial sums for short range dependent stationary sequences (with summable autocovariances) and for long range dependent sequences (with autocovariances summing up to infinity) differs in various aspects. We prove central limit theorems for partial sums of subordinated linear processes of arbitrary power rank which are at the border of short and long range dependence.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/961895E181C7382BB843022C26ECDB9C/S0021900220000108a.pdf/div-class-title-central-limit-theorems-for-nearly-long-range-dependent-subordinated-linear-processes-div.pdf
Ending Page	656
Page Count	20
Starting Page	637
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/jpr.2020.10
Journal	Journal of applied probability
Issue Number	2
Volume Number	57
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2020-06-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Central Limit Theorem Long Range Dependence Linear Processes Power Rank
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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