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Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence

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dc.contributor.authorWang, Qiying
dc.contributor.authorLin, Yang Xia
dc.contributor.authorGulati, Chandra M
dc.date.accessioned2015-12-13T23:22:57Z
dc.date.available2015-12-13T23:22:57Z
dc.date.issued2002
dc.date.updated2015-12-12T09:13:15Z
dc.description.abstractThis paper derives a functional limit theorem for general nonstationary fractionally integrated processes having no influence from prehistory. Asymptotic distributions of sample autocovariances and sample autocorrelations based on these processes are also investigated. The problem arises naturally in discussing fractionally integrated processes when the processes starts at a given initial date.
dc.identifier.issn1173-9126
dc.identifier.urihttp://hdl.handle.net/1885/91683
dc.publisherHindawi Publishing Corporation
dc.sourceJournal of Applied Mathematics and Decision Sciences
dc.subjectKeywords: Fractional processes; Functional limit theorem; Sample autocovariances and sample autocorrelations
dc.titleAsymptotics for general nonstationary fractionally integrated processes without prehistoric influence
dc.typeJournal article
local.bibliographicCitation.issue4
local.bibliographicCitation.lastpage269
local.bibliographicCitation.startpage255
local.contributor.affiliationWang, Qiying, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationLin, Yang Xia, University of Wollongong
local.contributor.affiliationGulati, Chandra M, University of Wollongong
local.contributor.authoruidWang, Qiying, u4039780
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010405 - Statistical Theory
local.identifier.ariespublicationMigratedxPub22512
local.identifier.citationvolume6
local.identifier.scopusID2-s2.0-38949103832
local.type.statusPublished Version

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