Limit Theorems

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik
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Jan Beran: University of Konstanz, Dept. of Mathematics and Statistics
Yuanhua Feng: University of Paderborn, Faculty of Business Administration and Economics
Sucharita Ghosh: Swiss Federal Research Institute WSL
Rafal Kulik: University of Ottawa, Dept. of Mathematics and Statistics

Chapter Chapter 4 in Long-Memory Processes, 2013, pp 209-384 from Springer

Abstract: Abstract Most statistical procedures in time series analysis (and in fact statistical inference in general) are based on asymptotic results. Limit theorems are therefore a fundamental part of statistical inference. Here we first review very briefly a few of the basic principles and results needed for deriving limit theorems in the context of long-memory and related processes.

Keywords: Derive Limit Theorems; Surgailis; Long-memory Stochastic Volatility (LMSV); Point Process Convergence; Longer Memory (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-35512-7_4

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DOI: 10.1007/978-3-642-35512-7_4

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