On the empirical process of tempered moving averages

Jan Beran, Farzad Sabzikar, Donatas Surgailis and Klaus Telkmann

Statistics & Probability Letters, 2020, vol. 167, issue C

Abstract: We consider asymptotic properties of the empirical process of tempered moving average with memory parameter d∈[0,1∕2) and tempering parameter λN→0, centered by the marginal distribution function of the corresponding untempered stationary process. We prove that under long memory (0Keywords: Tempered linear process; Long memory; Empirical process; Uniform reduction principle (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715220302054
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302054

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2020.108902

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().