Displaying similar documents to “Stationary solutions for integer-valued autoregressive processes.”

Central limit theorem for Hölder processes on m -unit cube

Jana Klicnarová (2007)

Commentationes Mathematicae Universitatis Carolinae

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We consider a sequence of stochastic processes ( X n ( 𝐭 ) , 𝐭 [ 0 , 1 ] m ) with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter γ .

Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory

Mohamedou Ould Haye (2002)

ESAIM: Probability and Statistics

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We study the asymptotic behavior of the empirical process when the underlying data are gaussian and exhibit seasonal long-memory. We prove that the limiting process can be quite different from the limit obtained in the case of regular long-memory. However, in both cases, the limiting process is degenerated. We apply our results to von–Mises functionals and U -Statistics.

On the recursive sequence.

Camouzis, E., Devault, R., Papaschinopoulos, G. (2005)

Advances in Difference Equations [electronic only]

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