Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.

Wang, Qiying, Lin, Yan-Xia, and Gulati, Chandra. "Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.." Journal of Applied Mathematics and Decision Sciences 6.4 (2002): 255-269. <http://eudml.org/doc/123595>.

@article{Wang2002,
author = {Wang, Qiying, Lin, Yan-Xia, Gulati, Chandra},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {functional limit theorem; fractional processes; sample autocovariances; sample autocorrelations},
language = {eng},
number = {4},
pages = {255-269},
publisher = {Hindawi Publishing Corporation, New York},
title = {Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.},
url = {http://eudml.org/doc/123595},
volume = {6},
year = {2002},
}

TY - JOUR
AU - Wang, Qiying
AU - Lin, Yan-Xia
AU - Gulati, Chandra
TI - Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 6
IS - 4
SP - 255
EP - 269
LA - eng
KW - functional limit theorem; fractional processes; sample autocovariances; sample autocorrelations
UR - http://eudml.org/doc/123595
ER -