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Linear Processes, Long-Range Dependence and Asymptotic Expansions

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  • Tailen Hsing

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  • Tailen Hsing, 2000. "Linear Processes, Long-Range Dependence and Asymptotic Expansions," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 19-29, January.
    • Handle: RePEc:spr:sistpr:v:3:y:2000:i:1:p:19-29
    DOI: 10.1023/A:1009912917545
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    References listed on IDEAS

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    1. Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
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    Cited by:

    1. Hailin Sang & Yongli Sang, 2017. "Memory properties of transformations of linear processes," Statistical Inference for Stochastic Processes, Springer, vol. 20(1), pages 79-103, April.
    2. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
    3. Paul Doukhan & Ieva Grublytė & Denys Pommeret & Laurence Reboul, 2020. "Comparing the marginal densities of two strictly stationary linear processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1419-1447, December.
    4. Miklós Csörgő & Rafał Kulik, 2008. "Weak Convergence of Vervaat and Vervaat Error Processes of Long-Range Dependent Sequences," Journal of Theoretical Probability, Springer, vol. 21(3), pages 672-686, September.

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